We first learn Phryne can fly in Flying too High when she goes for a flight with Bill McNaughton. She impresses him with her flying skills, making the plane do a suicide roll and scares Dot half to death when she wing walks while Bill is flying. Phryne tells Bill and Jack she learnt to fly in England.
The next time we see Phryne flying is when she goes to track down Victor in The Green Mill Murder. Phryne flies her blue and yellow Gipsy Moth Rigel to Talbotville and then on to MacAlister Springs to find him. The journey tests Phryne's flying skills as it involves a treacherous flight over the alps in which Phryne almost crashes but manages to land safely.