“In this study, we introduce a novel form of sound production in caterpillars – whistling. While most insects and caterpillars that generate sound do so by rubbing body parts together or against a substrate, few generate sound through using air expulsion. The walnut sphinx Amorpha juglandis caterpillar is a cryptic species found throughout much of North America (Tuttle, 2007). Sounds produced by these caterpillars have been described in passing as ‘…a note resembling the sound tcêp or tceep’ (Sanborn, 1868), ‘whistles’, ‘hisses’ and ‘squeaks’ .”
It’s suggested that the caterpillar whistle may play a role in scaring away predators.
See: ‘Whistling in caterpillars (Amorpha juglandis, Bombycoidea): sound-producing mechanism and function’ by Veronica L. Bura, Vanya G. Rohwer, Paul R. Martin, and Jayne E. Yack, in Journal of Experimental Biology 2011 214: 30-37.
A sample of whistling caterpillars can be heard here, or by clicking the photo of the walnut sphinx above [.wav format]