Water striders are a type of insect with the remarkable ability to stand effortlessly and walk quickly on water. This article reports the water repellency mechanism of water strider legs. Scanning electron microscope (SEM) observations reveal the uniquely hierarchical structure on the legs, consisting of numerous oriented needle-shaped microsetae with elaborate nanogrooves. The maximal supporting force of a single leg against water surprisingly reaches up to 152 dynes, about 15 times the total body weight of this insect. We theoretically demonstrate that the cooperation of nanogroove structures on the oriented microsetae, in conjunction with the wax on the leg, renders such water repellency. This finding might be helpful in the design of innovative miniature aquatic devices and nonwetting materials.