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Vast numbers of insects and passerines achieve long-distance migrations between summer and winter locations by undertaking high-altitude nocturnal flights. Insects such as noctuid moths fly relatively slowly in relation to the surrounding air, with airspeeds approximately one-third of that of passerines. Thus, it has been widely assumed that windborne insect migrants will have comparatively little control over their migration speed and direction compared with migrant birds. We used radar to carry out the first comparative analyses of the flight behaviour and migratory strategies of insects and birds under nearly equivalent natural conditions. Contrary to expectations, noctuid moths attained almost identical ground speeds and travel directions compared with passerines, despite their very different flight powers and sensory capacities. Moths achieved fast travel speeds in seasonally appropriate migration directions by exploiting favourably directed winds and selecting flight altitudes that coincided with the fastest air streams. By contrast, passerines were less selective of wind conditions, relying on self-powered flight in their seasonally preferred direction, often with little or no tailwind assistance. Our results demonstrate that noctuid moths and passerines show contrasting risk-prone and risk-averse migratory strategies in relation to wind. Comparative studies of the flight behaviours of distantly related taxa are critically important for understanding the evolution of animal migration strategies.