South African ball-rolling dung beetles exhibit a unique orientation behavior to avoid competition for food: after forming a piece of dung into a ball, they efficiently escape with it from the dung pile along a straight-line path. To keep track of their heading, these animals use celestial cues, such as the sun, as an orientation reference. Here we show that wind can also be used as a guiding cue for the ball-rolling beetles. We demonstrate that this mechanosensory compass cue is only used when skylight cues are difficult to read, i.e., when the sun is close to the zenith. This raises the question of how the beetles combine multimodal orientation input to obtain a robust heading estimate. To study this, we performed behavioral experiments in a tightly controlled indoor arena. This revealed that the beetles register directional information provided by the sun and the wind and can use them in a weighted manner. Moreover, the directional information can be transferred between these 2 sensory modalities, suggesting that they are combined in the spatial memory network in the beetle’s brain. This flexible use of compass cue preferences relative to the prevailing visual and mechanosensory scenery provides a simple, yet effective, mechanism for enabling precise compass orientation at any time of the day.