Over the course of evolution, organism size has diversified markedly. Changes in size are thought to have occurred because of developmental, morphological and/or ecological pressures. To perform phylogenetic tests of the potential effects of these pressures, here we generated a dataset of more than ten thousand descriptions of insect eggs, and combined these with genetic and life-history datasets. We show that, across eight orders of magnitude of variation in egg volume, the relationship between size and shape itself evolves, such that previously predicted global patterns of scaling do not adequately explain the diversity in egg shapes. We show that egg size is not correlated with developmental rate and that, for many insects, egg size is not correlated with adult body size. Instead, we find that the evolution of parasitoidism and aquatic oviposition help to explain the diversification in the size and shape of insect eggs. Our study suggests that where eggs are laid, rather than universal allometric constants, underlies the evolution of insect egg size and shape.