Cochineal dye comes from a female…

… insect that is found on cactus.  Entomologists call it a “true bug” as opposed to beetles with which some “bugs” are confused by the public.  Mexicans call it “tuna blood” which is a loose translation for the spanish name for the cactus plant the bug is found on.

(Photo: modern collection baskets for cochineal bugs on cactus in Mexico)