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An orb-weaving spider's likelihood of survival is influenced by its ability to retain prey with minimum damage to its web and at the lowest manufacturing cost. This set of requirements has forced the spider silk to evolve towards extreme strength and ductility to a degree that is rare among materials. Previous studies reveal that the performance of the web upon impact may not be based on the mechanical properties of silk alone, aerodynamic drag could play a role in the dissipation of the prey's energy. Here, we present a thorough analysis of the effect of the aerodynamic drag on wind load and prey impact. The hypothesis considered by previous authors for the evaluation of the drag force per unit length of thread has been revisited according to well-established principles of fluid mechanics, highlighting the functional dependence on thread diameter that was formerly ignored. Theoretical analysis and finite-element simulations permitted us to identify air drag as a relevant factor in reducing deterioration of the orb web, and to reveal how the spider can take greater-and not negligible- advantage of drag dissipation. The study shows the beneficial air drag effects of building smaller and less dense webs under wind load, and larger and denser webs under prey impact loads. In essence, it points out why the aerodynamics need to be considered as an additional driving force in the evolution of silk threads and orb webs.