Insect migration is globally ubiquitous and can involve continental-scale movements and complex life-histories. Apart from select species of migratory moths and butterflies, little is known about the structure of the annual cycle for migratory insects. Using stable-hydrogen isotope analysis of 852 wing samples from eight countries spanning 140 years, combined with 21 years of citizen science data, we determined the full annual cycle of a large migratory dragonfly, the common green darner (Anax junius). We demonstrate that darners undertake complex long-distance annual migrations governed largely by temperature that involve at least three generations. In spring, the first generation makes a long-distance northbound movement (>650 km) from southern to northern range limits, lays eggs and dies. A second generation emerges and returns south (>680 km), where they lay eggs and die. Finally, a third resident generation emerges, reproducing locally and giving rise to the cohort that migrates north the following spring. Since migration timing and nymph development are highly dependent on temperature, continued climate change could lead to fundamental changes in the biology for this and similar migratory insects.