Since it will be mostly ultrasound, a bat-recorder may do this. A bat-recorder makes ultrasound hearable, but normally does not make a backup.

For which purpose do you need the sounds?

If you want to make the sounds visible for analysis, you need a good microphone with a frequency range into the domain of ultrasound and a (mobile) recorder. It exist a lot of programmes, which make the sound visible like on an oscilloscope.

The sounds of birds also have a range  into the ultasound, so an equipment for recording voices of birds may also fit.

This might help, or maybe give other contacts that could help.

http://www.wildlife-sound.org/equipment/technote/micdesigns/ultrasonic.html

Thanks to both. Indeed, I need to make sounds visible for an analysis of the patterns emitted by an insect. Your comments gave me a good idea.  Thanks you very much.

Do you know this article about ultrasonic hearing in moths? It deals with visualisation of sounds - sound production of moths is also mentioned:

https://www.researchgate.net/publication/271820139_Ultrasonic_hearing_in_moths

Article Ultrasonic hearing in moths

 Thank you Rudolf , I'll check.