Autonomous aquatic vehicles capable of flight can deploy more rapidly, access remote or constricted areas, overfly obstacles and transition easily between distinct bodies of water. This new class of vehicles can be referred as Unmanned Aerial-Aquatic Vehicles (UAAVs), and is capable of reaching distant locations rapidly, conducting measurements and returning to base. This greatly improves upon current solutions, which often involve integrating different types of vehicles (e.g. vessels releasing underwater vehicles), or rely on manpower (e.g. sensors dropped manually from ships). Thanks to recent research efforts, UAAVs are becoming more sophisticated and robust. Nonetheless numerous challenges remain to be addressed, and particularly dedicated control and sensing solutions are still scarce. This paper discusses challenges and opportunities in UAAV control, sensing and actuation. Following a brief overview of the state of the art, we elaborate on the requirements and challenges for the main types of robots and missions proposed in the literature to date, and highlight existing solutions where available. The concise but wide-ranging overview provided will constitute a useful starting point for researchers undertaking UAAV control work.