Dielectric elastomer actuators (DEAs) are attractive for use in bio-inspired flapping-wing robots because they have high work density (specific energy) and can produce a large actuation strain. Although the active membrane of a dielectric elastomer is lightweight, the support structure that pre-tensions the elastomeric membrane is massive and it lowers the overall work density. If the DEA is to be used successfully to drive flapping-wing robots, its support structure must be as lightweight as possible. In this work, we designed, analysed, and developed a lightweight shell using a cross-ply laminate of carbon fibre reinforced polymer (CFRP) to pre-strain a rolled DEA. The CFRP shell was shown to weigh 24.3% of the total mass for the whole DEA assembly, while providing up to 35.0% axial pre-strain to a rolled DEA (BJB-5005 silicone rubber). This DEA assembly using the CFRP shell achieved 30.9% of the theoretical work density for a BJB-TC5005 membrane at 33.5 MV m−1. In comparison, spring rolls with a massive spring core were reported with overall work density merely 10–20% of the maximum value. Furthermore, this CFRP shell can amplify an axial DEA stroke into a larger transverse shell deformation. With these deformation characteristics, this CFRP shell and a rolled DEA were successfully integrated with an insect-inspired thoracic mechanism and they were shown to be feasible to drive it for a flapping wing.