Each year, trillions of insects make long-range seasonal migrations. These movements are relatively well understood at a population level, but how individual insects achieve them remains elusive. Behavioral responses to conditions en route are little studied, primarily owing to the challenges of tracking individual insects. Using a light aircraft and individual radio tracking, we show that nocturnally migrating death's-head hawkmoths maintain control of their flight trajectories over long distances. The moths did not just fly with favorable tailwinds; during a given night, they also adjusted for head and crosswinds to precisely hold course. This behavior indicates that the moths use a sophisticated internal compass to maintain seasonally beneficial migratory trajectories independent of wind conditions, illuminating how insects traverse long distances to take advantage of seasonal resources.