The septin cytoskeleton has been demonstrated to interact with other cytoskeletal components to regulate various cellular processes, including cell migration. However, the mechanisms of how septin regulates cell migration are not fully understood. In this study, we use the highly migratory neural crest cells of frog embryos to examine the role of septin filaments in cell migration. We found that septin filaments are required for proper migration of neural crest cells by controlling both the speed and the direction of cell migration. We further determined that septin filaments regulate these features of cell migration by interacting with actin stress fibers. In neural crest cells, septin filaments co-align with actin stress fibers, and the loss of septin filaments leads to impaired stability and contractility of actin stress fibers. In addition, we showed that a partial loss of septin filaments leads to drastic changes in the orientations of newly formed actin stress fibers, suggesting that septin filaments help maintain the persistent orientation of actin stress fibers during directed cell migration. Lastly, our study revealed that these activities of septin filaments depend on Cdc42ep1, which co-localizes with septin filaments in the center of neural crest cells. Cdc42ep1 interacts with septin filaments in a reciprocal manner, with septin filaments recruiting Cdc42ep1 to the cell center and Cdc42ep1 supporting the formation of septin filaments.