Animals coordinate their various body parts, sometimes in elaborate manners to swim, walk, climb, fly, and navigate their environment. The coordination of body parts is essential to behaviors such as, chasing, escaping, landing, and the extraction of relevant information. For example, by shaping the movement of the head and body in an active and controlled manner, flying insects structure their flights to facilitate the acquisition of distance information. They condense their turns into a short period of time (the saccade) interspaced by a relatively long translation (the intersaccade). However, due to technological limitations, the precise coordination of the head and thorax during insects' free-flight remains unclear. Here, we propose methods to analyse the orientation of the head and thorax of bumblebees Bombus terrestris, to segregate the trajectories of flying insects into saccades and intersaccades by using supervised machine learning (ML) techniques, and finally to analyse the coordination between head and thorax by using artificial neural networks (ANN). The segregation of flights into saccades and intersaccades by ML, based on the thorax angular velocities, decreased the misclassification by 12% compared to classically used methods. Our results demonstrate how machine learning techniques can be used to improve the analyses of insect flight structures and to learn about the complexity of head-body coordination. We anticipate our assay to be a starting point for more sophisticated experiments and analysis on freely flying insects. For example, the coordination of head and body movements during collision avoidance, chasing behavior, or negotiation of gaps could be investigated by monitoring the head and thorax orientation of freely flying insects within and across behavioral tasks, and in different species.