Long-distance migration is a strategy some animals use to survive a seasonally changing environment. To reach favorable grounds, migratory animals have evolved sophisticated navigational mechanisms that rely on a map and compasses. In migratory insects, the existence of a map sense (sense of position) remains poorly understood, but recent work has provided new insights into the mechanisms some compasses use for maintaining a constant bearing during long-distance navigation. The best-studied directional strategy relies on a time-compensated sun compass, used by diurnal insects, for which neural circuits have begun to be delineated. Yet, a growing body of evidence suggests that migratory insects may also rely on other compasses that use night sky cues or the Earth's magnetic field. Those mechanisms are ripe for exploration.