For an insect to be able to efficiently attach to surfaces, the adhesive pads on the distal parts of its legs must establish large contact areas. In case of hairy adhesive pads this requires flexibility of the contact-forming bristles, called adhesive tarsal setae. However, too flexible setae would have a low mechanical stability resulting in a decreased attachment ability of the pads. Here we show that the adhesive tarsal setae of the ladybird beetle Coccinella septempunctata feature pronounced gradients in the material composition and properties along their length. The Young's modulus ranges from 1.2 MPa at the tips, where we found the incorporation of high proportions of the elastic protein resilin, to 6.8 GPa at the bases of the setae. These gradients likely represent an evolutionary optimization, which increases the performance of the adhesive system by enabling effective adaptation to rough surfaces while simultaneously preventing lateral collapse of the setae.