The coconut bug, Pseudotheraptus wayi Brown (Hemiptera: Heteroptera: Coreidae), is a serious pest of a number of crops in Eastern and Southern Africa. Both adults and nymphal stages are destructive because they suck sap from their hosts. The identity of the pest is currently based exclusively on the description of adults. This paper describes eggs and instars of P. wayi, with the goal to enhance identification of all stages for effective monitoring and management of the pest. Morphological illustrations are presented, and differences among the instars, as well as their relationship with the adult stage, are discussed.