Cockroach shelter-seeking strategy may look like an undirected random search, but we show that they are attracted to darkened shelters, arriving at a shelter in about half the time it would otherwise take. We were able to identify four statistically significant trends from the behavior of 134 cockroaches in one-minute naïve walking trials with four different arena configurations. By combining these trends into a model, we arrive at an algorithm that significantly directs a simulated agent to a location. This algorithm was then adapted and tested on a small mobile robot equipped with an onboard camera and antenna-like contact sensors.