Yes, in fact bed bugs have very hard shells. This is part of what makes them hard to kill. They don’t absorb chemicals such as insecticides as easily as other insects. Their hard shell makes them more rugged. However, they must shed their exoskeleton (known as molting) as they grow through the different stages of the bed bug life cycle. After they have shed their exoskeleton, it takes a little time for their newly developing exoskeleton to harden.