Feeding on the blood of vertebrates is a risky task for haematophagous insects and it can be reasonably assumed that it should also be costly in terms of energetic expenditure. Blood circulates inside vessels and it must be pumped through narrow tubular stylets to be ingested. We analysed the respiratory pattern and the energetic cost of taking a blood meal in Rhodnius prolixus using flow-through and stop-flow respirometry to measure carbon dioxide emission, oxygen consumption and water loss before and during feeding. We observed an increase of up to 17-fold in the metabolic rate during feeding and a change in the respiratory pattern, which switched from a discontinuous cyclic pattern during resting to a continuous pattern when the insects started to feed, remaining in this condition unchanged for several hours. The energetic cost of taking a meal was significantly higher when bugs fed on a living host, compared with feeding on an artificial feeder. No differences were observed between feeding on blood or on saline solution in vitro, revealing that the substrate for feeding (vessels versus membrane) and not the nature of the fluid was responsible for such a difference in the energetic cost. Water loss significantly increased during feeding, but did not vary with feeding method or type of food. The mean respiratory quotient in resting bugs was 0.83, decreasing during feeding to 0.52. These data constitute the first metabolic measures of an insect during blood feeding and provide the first insights into the energetic expenditure associated with haematophagy.