The origin of insect wings has long been debated. Central to this debate is whether wings are a novel structure on the body wall resulting from gene co-option, or evolved from an exite (outgrowth; for example, a gill) on the leg of an ancestral crustacean. Here, we report the phenotypes for the knockout of five leg patterning genes in the crustacean Parhyale hawaiensis and compare these with their previously published phenotypes in Drosophila and other insects. This leads to an alignment of insect and crustacean legs that suggests that two leg segments that were present in the common ancestor of insects and crustaceans were incorporated into the insect body wall, moving the proximal exite of the leg dorsally, up onto the back, to later form insect wings. Our results suggest that insect wings are not novel structures, but instead evolved from existing, ancestral structures.