Caves are unique habitats that are inhabited by a diverse and singular biota. Among these inhabitants are sand flies, which are of great epidemiological interest in the Neotropical region because they are vectors of Leishmania. The period of activity of these insects is usually crepuscular and nocturnal, but there are reports of diurnal activity of sand flies in caves. Thus, the aim of this study was to evaluate the periodicity of daily activity of sand flies in cave environments in the municipality of Pains, Minas Gerais. Sand flies were collected with light traps, which were operated for 5 consecutive days in the rainy season and in the dry season. Samples were collected every 12 h and separated between photophase and scotophase periods. In total, 1,777 sand flies of 23 species were collected. The most abundant species was Lutzomyia renei (Martins, Falcão, and Silva) (44%), followed by Lutzomyia longipalpis (Lutz and Neiva) (15%), Evandromyia edwardsi (Mangabeira) (11%), and Micropygomyia quinquefer (Costa Lima) (6%). The richness and abundance of total sand flies and the abundance of male and female sand flies in the aphotic zone of the caves did not differ between the photophase and scotophase, but differed between photoperiods at the entrance and at sites surrounding the caves. From our study of the daily activity of these insects in this ecotope, it will be possible to know which period of the day is of greatest risk of exposure of vertebrates who visit or live in these environments, including the human population.