Two separated levels of functionality are identified in the nanostructure which covers the wings of the grey cicada Cicada orni (Hemiptera). The upper level is responsible for superhydrophobic character of the wing, while the lower level enhances its anti-reflective behavior. Extensive wetting experiments with various chemical species and optical measurements were performed in order to assess the bi-functionality. Scanning electron microscopy imaging was used to identify the nanostructure morphology. Numerical optical simulations and analytical wetting models were used to prove the roles of both levels of the nanostructure. In addition, the complex refractive index of the chitinous material of the wing was determined from measurements.