A hard outer skeleton that protects and supports an insect's body. As arthropods, all insects have exoskeletons. Because the exoskeleton is rigid, an insect must shed this outer layer periodically as it grows. Some insects will eat the discarded exoskeleton, which is a source of protein.

Definition from About Education: http://insects.about.com/od/entomologyglossary/g/def_exoskeleton.htm