Owing to aerodynamic instabilities, stable flapping flight requires ever-present fast corrective actions. Here, we investigate how flies control perturbations along their body roll angle, which is unstable and their most sensitive degree of freedom. We glue a magnet to each fly and apply a short magnetic pulse that rolls it in mid-air. Fast video shows flies correct perturbations up to 100° within 30 ± 7 ms by applying a stroke-amplitude asymmetry that is well described by a linear proportional–integral controller. For more aggressive perturbations, we show evidence for nonlinear and hierarchical control mechanisms. Flies respond to roll perturbations within 5 ms, making this correction reflex one of the fastest in the animal kingdom.