The Female Dayfly is one of the 24 Golden Bugs found in The Legend of Zelda: Twilight Princess. Like most female insects, it is somewhat pink in color. Giving this bug to Agitha will reward Link with a Rupee prize.
The Female Dayfly is located in the southern portion of Gerudo Desert, a little west (Wii) of the warp portal on Gerudo Mesa. There are two sand trenches found here, and this particular insect can be found flying around in either one. It is best to encounter this type of insect during the night when it becomes more visible.