Spider webs result from complex behaviours that have evolved under many selective pressures. Webs have been primarily considered to be foraging adaptations, neglecting the potential role of predation risk in the evolution of web architecture. The ecological success of spiders has been attributed to key innovations in how spiders use silk to capture prey, especially the invention of chemically adhesive aerial two-dimensional orb webs. However, araneoid sheet web weavers transformed the orb architecture into three-dimensional webs and are the dominant group of aerial web-building spiders world-wide, both in numbers and described species diversity. We argue that mud-dauber wasps are major predators of orbicularian spiders, and exert a directional selective pressure to construct three-dimensional webs such that three-dimensional webs are partly defensive innovations. Furthermore, patterns of diversification suggest that escape from wasp predators may have facilitated diversification of three-dimensional web-building spiders.