When beetles are not in flight, their hind wings are folded and hidden under the elytra to reduce their size. This provided inspiration for the design of flapping-wing micro aerial vehicles (FWMAVs). In this paper, microstructures and nanomechanical properties of three beetle species with different wing folding ratios living in different environments were investigated. Factors affecting their flight performance, that is, wind speed, folding ratio, aspect ratio, and flapping frequency, were examined using a wind tunnel. It was found that the wing folding ratio correlated with the lift force of the beetles. Wind speed, folding ratio, aspect ratio, and flapping frequency had a combined effect on the flight performance of the beetles. The results will be helpful to design new deployable FWMAVs.