Sperm require a sense of direction to locate the egg for fertilization. They follow gradients of chemical and physical cues provided by the egg or the oviduct. However, the principles underlying three-dimensional (3D) navigation in chemical landscapes are unknown. Here using holographic microscopy and optochemical techniques, we track sea urchin sperm navigating in 3D chemoattractant gradients. Sperm sense gradients on two timescales, which produces two different steering responses. A periodic component, resulting from the helical swimming, gradually aligns the helix towards the gradient. When incremental path corrections fail and sperm get off course, a sharp turning manoeuvre puts sperm back on track. Turning results from an 'off' Ca(2+) response signifying a chemoattractant stimulation decrease and, thereby, a drop in cyclic GMP concentration and membrane voltage. These findings highlight the computational sophistication by which sperm sample gradients for deterministic klinotaxis. We provide a conceptual and technical framework for studying microswimmers in 3D chemical landscapes.