In insects, posttranslational modifications of neuropeptides are largely restricted to C- and N-terminal amino acids. The most common modifications, N-terminal pyroglutamate formation and C-terminal α-amidation, may prevent a fast degradation of these messenger molecules. This is particularly important for peptide hormones. Other common posttranslational modifications of proteins such as glycosylation and phosphorylation seem to be very rare in insect neuropeptides. To check this assumption, we used a computer algorithm to search an extensive data set of MALDI-TOF mass spectra from cockroach tissues for ion signal patterns indicating peptide phosphorylation. The results verify that phosphorylation is indeed very rare. However, a candidate was found and experimentally verified as phosphorylated CAPA pyrokinin (GGGGpSGETSGMWFGPRL-NH2) in the cockroach Lamproblatta albipalpus (Blattidae, Lamproblattinae). Tandem mass spectrometry revealed the phosphorylation site as Ser5. Phosphorylated CAPA pyrokinin was then also detected in most other cockroach lineages (e.g. Blaberidae, Polyphagidae) but not in closely related blattid species such as Periplaneta americana. This is remarkable since the sequence of CAPA pyrokinin is identical in Lamproblatta and Periplaneta. A consensus sequence of CAPA pyrokinins of cockroaches revealed a conserved motif that suggests phosphorylation by a Four-jointed/FAM20C related kinase.