The nanocapillary not only contributes to the wet adhesion generated from microscale setae on the feet of many insects, such as beetles and flies, but also plays a critical role in many different fields of science and engineering like nanofabrication, chemical analysis, etc. In spite of long-standing interests and efforts, the exact physical mechanisms of nanoscale capillarity remain unclear. Here, we establish a setae-mimicking artificial system composed of porous nanorod arrays (PNAs), where the dynamic process of wet adhesion can be clearly monitored and revealed, when mineral oil is dynamically transferred to the interface between the tips of PNAs and the contacting surface. The large curvature associated with the nanosize of PNA tips endows three advantages to the insect-inspired wet adhesion: (1) shortening the time required to form stable liquid bridges, (2) enhancing the adhesion strength by 6–10 times, and (3) saving at least half of the secretions after detachment. Extra Laplace pressure and line tension originated from the nanocurved liquid at the PNA tips are responsible for the faster, stronger, and liquid-saving wet adhesion. These findings not only strengthen our understanding of the dynamic capillary effects in insect adhesion but may also offer design strategies in nanoprinting, nanorobots, and self-assembly of nanodevices.