Why do snakes not have eyelids?
Snakes have no eyelids. Each eye is covered with a single, transparent scale. These eye scales protect the eyes from mechanical damage, and prevent the eyes from drying out, just as an eye lid would do. In effect, snakes developed another solution to protect their eyes.

As a result, snakes cannot blink and they sleep with their eyes open. 

A snake’s eye scales are part of its skin. This means that when a snake sheds its skin, it must also shed its eye scales. When it is time for shedding, the eye scale turns opaque, reducing vision (Fig. 1).


Fig. 1. Opaque snake eye before skin shedding. Figure source: Snakes are long blogspot  

Source: Museum of Victoria