THE evolution of flight in insects triggered an unparalleled radiation and diversification such that flying insects comprise approximately two-thirds of all species(1), yet a gap in the fossil record obscures the origins of wings and flight(2). Among modern insects, stoneflies are morphologically primitive for several flight-related traits, which makes their locomotor behaviour and physiology of particular interest(3). Here we show that Allocapnia vivipara stoneflies use a non-flying form of aerodynamic locomotion which may exemplify a precursor to flight. They raise their wings in response to wind, thereby sailing across water surfaces, but they are incapable of flapping. Sailing performance improves steadily with increasing wing size, and even the smallest wings significantly increase sailing velocity compared to wingless individuals. Performance during aerial gliding is less affected by wing size, which suggests that sailing is a more plausible setting for wing evolution. These results support the hypothesis that insect wings evolved from articulated gill plates of aquatic ancestors through an intermediate semi-aquatic stage(4).