Apparently the butterflies navigate according to the position of the Sun.
It had previously been thought that the navigation was controlled by the brain however observations from 50 years ago indicated that when the butterflies' antennae were removed the insects no longer flew in the right direction.
A research team from University of Massachusetts Medical School was interested in studying the role of the antennae in butterfly social reactions as Monarchs are extremely gregarious when they migrate.
The removed the antennae from a group of butterflies and compared the way they flew with a control population in a flight simulator. The intact butterflies all flew southwest but the insects without antennae headed off in random directions.
Co-author Dr Steven Reppert told BBC News:
This then perked up our interest more and set up a whole series of experiments, which essentially led us to discovering that the antennae, really we think, are the major site of the circadian clock that compensates for the movement of the Sun.
Scientists are wondering if other insects use there antennae in a similar fashion.