Farmers in most western countries have increased use of fertilizer and pesticides with impact on wild animals and plants, including the abundance of insects and their predators. I used 1,375 surveys of insects killed on car windscreens as a measure of insect abundance during 1997–2017 at two transects in Denmark. I cross‐validated this method against three other methods for sampling insect abundance, and I investigated the effects of this measure of insect abundance on the abundance of breeding insectivorous birds. The abundance of flying insects was quantified using a windscreen resulting in reductions of 80% and 97% at two transects of 1.2 km and 25 km, respectively, according to general additive mixed model. Insect abundance increased with time of day, temperature, and June date, but decreased with wind resulting in a reduction by 54%. The abundance of insects killed on a car windscreen was strongly positively correlated with the abundance of insects caught in sweep nets and on sticky plates in the same study areas and at the same time as when insects were sampled using windscreens. The decline in abundance of insects on windscreens predicted the rate at which barn swallows Hirundo rustica fed their nestlings, even when controlling statistically for time of day, weather, and age and number of nestlings. The abundance of breeding pairs of three species of aerially insectivorous birds was positively correlated with the abundance of insects killed on windscreens at the same time in the same study area. This suggests a link between two trophic levels as affected by the temporal reduction in the abundance of flying insects. These findings are consistent with recent dramatic declines in insect abundance in Europe and North America with consequences for the rate of food provisioning of barn swallow offspring, the abundance of aerially insectivorous birds and bottom‐up trophic cascades.