Oscillatory synchrony among neurons occurs in many species and brain areas, and has been proposed to help neural circuits process information. One hypothesis states that oscillatory input creates cyclic integration windows: specific times in each oscillatory cycle when postsynaptic neurons become especially responsive to inputs. With paired local field potential (LFP) and intracellular recordings and controlled stimulus manipulations we directly tested this idea in the locust olfactory system. We found that inputs arriving in Kenyon cells (KCs) sum most effectively in a preferred window of the oscillation cycle. With a computational model, we found that the non-uniform structure of noise in the membrane potential helps mediate this process. Further experiments performed in vivo demonstrated that integration windows can form in the absence of inhibition and at a broad range of oscillation frequencies. Our results reveal how a fundamental coincidence-detection mechanism in a neural circuit functions to decode temporally organized spiking.