Despite significant research progress on small-scale aerial-aquatic robots, most existing prototypes are still constrained by short operation times and limited performance in different fluids. The main challenge is to design a vehicle that satisfies the partially conflicting design requirements for aerial and aquatic operations. In this letter we present a new class of aerial-aquatic robot, the sailing micro air vehicle, 'SailMAV.' Thanks to a three-part folding wing design, the SailMAV is capable of both flying and sailing. The robot design permits long and targeted missions at the water interface by leveraging the wind as movement vector. It simultaneously offers the flexibility of flight for rapidly reaching a designated area, overcoming obstacles, and moving from one body of water to another, which can be very useful for water sampling in areas with many obstacles. With a total wingspan of 0.96 m, the SailMAV employs the same wing and actuation surfaces for sailing as for flying. It is capable of water surface locomotion as well as takeoff and flight at a cruising speed of 10.8 mcdots-1. The main contributions of this letter are new solutions to the challenges of combined aerial and aquatic locomotions, the design of a novel hybrid concept, the development of the required control laws, and the demonstration of the vehicle successfully sailing and taking off from the water. This letter can inform the design of hybrid vehicles that adapt their morphology to move effectively.