Animals that use astronomical cues to orientate must make continuous adjustment to account for temporal changes in azimuth caused by Earth's rotation. For example, the Monarch butterfly possesses a time-compensated sun compass dependent upon a circadian clock in the antennae. The amphipod Talitrus saltator possesses both a sun compass and a moon compass. We reasoned that the time-compensated compass mechanism that enables solar orientation of T. saltator is located in the antennae, as is the case for Monarch butterflies. We examined activity rhythms and orientation of sandhoppers with antennae surgically removed, or unilaterally occluded with black paint. Removing or painting the antennae did not affect daily activity rhythms or competence to orientate using the sun. However, when tested at night these animals were unable to orientate correctly to the moon. We subsequently measured circadian gene expression in the antennae and brain of T. saltator and show the clock genes period and cryptochrome 2 are rhythmically expressed in both tissues, reminiscent of other arthropods known to possess antennal clocks. Together, our behavioural and molecular data suggest that, T. saltator has anatomically discrete lunar and solar orientation apparatus; a sun compass, likely located in the brain and a moon compass in the antennae.