Molanna angustata is a type of caddisfly that inhabits Wales and England up to the Lake District and Yorkshire.
RSPB Scotland trainee ecologist Genevieve Dalley discovered and identified two males caught in a moth trap at Insh Marshes near Kingussie.
The flies' larvae live in water and create protective cases.
These tubes are made from tiny particles of sand and stuck together with silk.
When they have grown to a winged adult they chew their way out of the case and swim up to the surface where they eventually fly away.
However, this journey has to be done quickly or predators, such as fish, will eat them.
Ms Dalley said: "It is fantastic to have discovered this new species, especially since it is the first ever record of its kind in Scotland.
"However, there is still a lot of work to be done if we want to fully understand this interesting little creature.
"We don't know why it's never been found in Scotland before - it could be that the species is starting to move north, or it could be that this type of caddisfly has simply gone unnoticed until now."
A species of insect not previously recorded in Scotland has been found at an RSPB reserve in the Highlands.