The evolution of organism size is hypothesized to be predicted by a combination of development, morphological constraints, and ecological pressures. However, tests of these predictions using phylogenetic methods have been limited by taxon sampling. To overcome this limitation, we generated a database of more than ten thousand observations of insect egg size and shape from the entomological literature and combined them with published genetic and novel life-history datasets. This enabled us to perform phylogenetic tests of long-standing predictions in size evolution across hexapods. Here we show that across eight orders of magnitude in egg volume variation, the relationship between egg shape and size itself evolves, such that predicted universal patterns of scaling do not adequately explain egg shape diversity. We test the hypothesized relationship between size and development, and show that egg size is not correlated with developmental rate across insects, and that for many insects egg size is not correlated with adult body size either. Finally, we show that the evolution of parasitism and aquatic oviposition both help to explain the diversification of egg size and shape across the insect evolutionary tree. Our study challenges assumptions about the evolutionary constraints on egg morphology, suggesting that where eggs are laid, rather than universal mathematical allometric constants, underlies egg size and shape evolution.