Silk is a fibre formed from proteins secreted by Bombyx mori, or Silkworms. 

Silkworms are actually mulberry tree moth caterpillars, and it is the female moths which lay eggs that then hatch into larva. It's these larva that secrete a fluid high in protein and forms a continuous thread which is repeatedly wound to create a cocoon. The silk cocoon is placed in hot water to loosen the thread, which is then wound onto wheels. Once the raw silk has been wound, it can be spun into a variety of different types of thread depending on its intended use.