Even though the Gypsy Moth is a non-native species, it has many predators, including birds, small mammals, other insects, fungi and viruses. Researchers have found that there are 38 species of birds that feed on Gypsy Moth caterpillars. These include black-capped chickadees, blue jays, orioles, robins, catbirds, crows, red-winged blackbirds, chipping sparrows, starlings, cowbirds and cuckoos. Birds such as woodpeckers will eat eggs from the egg masses on trees, and some birds, such as owls, will eat adult moths. Small mammals such as mice, chipmunks, and squirrels will eat Gypsy Moth pupae. A fungus called Entomophaga maimaiga has been found to be particularly lethal to Gypsy Moth caterpillars. The virus, Nuclearpolyhedrosis has also been shown to be very effective in caterpillar mortality. Some insects parasitize the egg masses of Gypsy Moths. Eggs can also be destroyed by extremely cold temperatures in winter, extended periods of minus 20 degrees Fahrenheit.

more info: http://www.ent.msu.edu/gypsyed/docs/enemies.html