The flexibility of insect wings confers aerodynamic benefits, but can also present a hazard if exposed to fog or dew. Fog can cause water to accumulate on wings, bending them into tight taco shapes and rendering them useless for flight. In this combined experimental and theoretical study, we use high-speed video to film the spontaneous folding of isolated mosquito wings due to the evaporation of a water drop. We predict shapes of the deformed wing using two-dimensional elastica theory, considering both surface tension and Laplace pressure. We also recommend fold-resistant geometries for the wings of flapping micro-aerial vehicles. Our work reveals the mechanism of insect wing folding and provides a framework for further study of capillarity-driven folding in both natural and biomimetic systems at small scales.