Many insects at rest breathe discontinuously, alternating between brief bouts of gas exchange and extended periods of breath-holding. The association between discontinuous gas exchange cycles (DGCs) and inactivity has long been recognised, leading to speculation that DGCs lie at one end of a continuum of gas exchange patterns, from continuous to discontinuous, linked to metabolic rate (MR). However, the neural hypothesis posits that it is the down-regulation of brain activity and a change in the neural control of gas exchange, rather than low MR per se, which is responsible for the emergence of DGCs during inactivity. To test this, cockroaches Nauphoeta cinerea had their brains inactivated by applying a Peltier-chilled cold probe to the head. Once brain temperature fell to 8°C cockroaches switched from a continuous to a discontinuous breathing pattern. Re-warming the brain abolished the DGC and re-established a continuous breathing pattern. Chilling the brain did not significantly reduce the cockroaches' MR and there was no association between the gas exchange pattern displayed by the insect and its MR. This demonstrates that DGCs can arise due to a decrease in brain activity and a change in the underlying regulation of gas exchange, and are not necessarily a simple consequence of low respiratory demand.