During their fall migration, Eastern North American monarch butterflies (Danaus plexippus) use a time-compensated Sun compass to aid navigation to their overwintering grounds in central Mexico. It has been assumed that the circadian clock that provides time compensation resides in the brain, although this assumption has never been examined directly. Here, we show that the antennae are necessary for proper time-compensated Sun compass orientation in migratory monarch butterflies, that antennal clocks exist in monarchs, and that they likely provide the primary timing mechanism for Sun compass orientation. These unexpected findings pose a novel function for the antennae and open a new line of investigation into clock-compass connections that may extend widely to other insects that use this orientation mechanism.