We studied the diet of nestling Cerulean Warblers (Setophaga cerulea) and the provisioning behaviors of parents in southern Indiana. The Cerulean Warbler, a small insectivorous passerine breeding in eastern North American deciduous forests, is one of the fastest declining Neotropical wood warblers. Our primary objectives were to determine the importance of specific prey items in the diet of nestling Cerulean Warblers, and to assess whether the proportion of lepidopteran larvae (caterpillars) in the diet changed during the breeding season. We also describe general nest provisioning behavior, including differences between females and males, and assess breeding success across years. We video-taped provisioning behavior to determine the prey types (insects and arachnids) that parent Cerulean Warblers fed their young during the breeding season in 2013 and compared the proportions of lepidopteran larvae in the diet to that in the environment. The proportion of lepidopteran larvae in the nestling diet was 53% (n = 194/366) across the entire breeding season in 2013 and 83% during the peak nestling period which occurred in late May to early June. The proportion of lepidopteran larvae in the diet was 3.8 times greater than the proportion of lepidopteran larvae available. The proportion of lepidopteran larvae in the nestling diet decreased during the breeding season and was 80% reduced for the last nest of the season compared to the first nest. Additional observations from 2011 and 2012 were similar where lepidopteran larvae composed 65% (n = 15/23) and 44% (n = 8/18) of the diet, respectively. The mean length of arthropods in the diet was 15 mm compared to a mean length of 6 mm in the environment. Other prey items fed to nestlings included Orthoptera, Diptera, Neuroptera, Arachnida, Coleoptera, Hemiptera, and Phasmida. The average feeding rate during 2011–2013 was 4.31 ± 0.34 deliveries/30 mins, and males fed more frequently than females. Mayfield nest success was 35% in 2011 (n = 12), 6% in 2012 (n = 12), and 33% (n = 27) in 2013. We conclude that lepidopteran larvae were the main food source for nestling Cerulean Warblers and that the proportion of lepidopteran larvae in their diet was the highest during peak numbers of nestlings at the end of May and early June.