While walking on horizontal substrates, caterpillars skilfully engage all their legs, including three pairs of thoracic legs and a maximum of five pairs of prolegs, to move in a flexible wave-like motion. Such locomotory behaviours, represented by 'crawling' and 'inching' motions, have widely inspired the development of locomotion systems in soft robotics. However, bagworms are unable to use their prolegs for walking because these are always accommodated in a portable bag; thus, they are unable to walk using such general locomotory behaviours. Indeed, how they walk with only three pairs of thoracic legs is unknown at present. In this study, we show that bagworms construct a ladder-like foothold using their silk to walk without using prolegs. This enables them to walk not only on horizontal floor surfaces but also on wall and ceiling surfaces, even those with slippery or smooth surfaces. They construct the foothold by spinning a continuous silk thread in a zigzag manner and controlling the discharge of adhesive to attach the folded parts of the silk to a substrate. Discovery of this elaborate silk utilisation technique offers fresh insights into the diversity of silk use in lepidopteran larvae and provides potential designs for robot locomotion systems.