The fossil, found in eastern Ohio, US, compared with a modern roach
The insect, about the size of a mouse, lived 55 million years before the first dinosaurs walked the planet.
The specimen, from a time when some of the land was a giant tropical swamp, was unearthed in a coalmine in eastern Ohio.
Scientists say the discovery could shed light on the diversity of ancient life and how the Earth's climate has changed throughout history.
Cary Easterday, a geologist at Ohio State University, was among the team that found the fossil.
"Normally, we can only hope to find fossils of shell and bones, because they have minerals in them that increase their chances for preservation," he said.
"But something unusual about the chemistry of this ancient site preserved organisms without shells or bones in incredible detail."
Scientists are unsure what caused such intricate features to be preserved at the mine, which also contains the fossil of the earliest known conifer in the Appalachian Basin.
But they hope it could yield clues to how ancient plants and animals coped with a changing environment.
At the time, 300 million years ago, during the Carboniferous period, the swamp was rapidly drying out.
The cockroach, which is nine centimetres (3.5 inches) long, has visible legs, antennae and mouth parts.
Veins can be seen on its wings as well as fine bumps covering the wing surface.
The creature is about twice the size of the average cockroach found today in North America. Some modern cockroaches living in the tropics can grow bigger.
The cockroach was found at the mine by the fossil collector Gregory McComas and loaned to Mr Easterday for study.
Details of the find were presented on Wednesday at the annual meeting of the Geological Society of America in Boston.