Animals rapidly collect and act on incoming information to navigate complex environments, making the precise timing of sensory feedback critical in the context of neural circuit function. Moreover, the timing of sensory input determines the biomechanical properties of muscles that undergo cyclic length changes, as during locomotion. Both of these issues come to a head in the case of flying insects, as these animals execute steering manoeuvres at timescales approaching the upper limits of performance for neuromechanical systems. Among insects, flies stand out as especially adept given their ability to execute manoeuvres that require sub-millisecond control of steering muscles. Although vision is critical, here I review the role of rapid, wingbeat-synchronous mechanosensory feedback from the wings and structures unique to flies, the halteres. The visual system and descending interneurons of the brain employ a spike rate coding scheme to relay commands to the wing steering system. By contrast, mechanosensory feedback operates at faster timescales and in the language of motor neurons, i.e. spike timing, allowing wing and haltere input to dynamically structure the output of the wing steering system. Although the halteres have been long known to provide essential input to the wing steering system as gyroscopic sensors, recent evidence suggests that the feedback from these vestigial hindwings is under active control. Thus, flies may accomplish manoeuvres through a conserved hindwing circuit, regulating the firing phase—and thus, the mechanical power output—of the wing steering muscles.