Long-distance migration of insects impacts food security, public health, and conservation-issues that are especially significant in Africa. Windborne migration is a key strategy enabling exploitation of ephemeral havens such as the Sahel, however, its knowledge remains sparse. In this first cross-season investigation (3 years) of the aerial fauna over Africa, we sampled insects flying 40-290 m above ground in Mali, using nets mounted on tethered helium-filled balloons. Nearly half a million insects were caught, representing at least 100 families from thirteen orders. Control nets confirmed that the insects were captured at altitude. Thirteen ecologically and phylogenetically diverse species were studied in detail. Migration of all species peaked during the wet season every year across localities, suggesting regular migrations. Species differed in flight altitude, seasonality, and associated weather conditions. All taxa exhibited frequent flights on southerly winds, accounting for the recolonization of the Sahel from southern source populations. "Return" southward movement occurred in most taxa. Estimates of the seasonal number of migrants per species crossing Mali at latitude 14°N were in the trillions, and the nightly distances traversed reached hundreds of kilometers. The magnitude and diversity of windborne insect migration highlight its importance and impacts on Sahelian and neighboring ecosystems.