Many insects undertake long-range seasonal migrations to exploit temporary breeding sites hundreds or thousands of kilometers apart, but the behavioral adaptations that facilitate these movements remain largely unknown. Using entomological radar, we showed that the ability to select seasonally favorable, high-altitude winds is widespread in large day- and night-flying migrants and that insects adopt optimal flight headings that partially correct for crosswind drift, thus maximizing distances traveled. Trajectory analyses show that these behaviors increase migration distances by 40% and decrease the degree of drift from seasonally optimal directions. These flight behaviors match the sophistication of those seen in migrant birds and help explain how high-flying insects migrate successfully between seasonal habitats.