The Collaborative International Dictionary of English v.0.48:

Mule killer \Mule killer\
   Any of several arthropods erroneously supposed to kill live
   stock, in the southern United States, by stinging or by being
   swallowed; as:
   (a) A whip scorpion. [Florida]
   (b) A walking-stick insect. [Texas]
   (c) A mantis.
   (d) A wheel bug.
       [Webster 1913 Suppl.]