Pesky fly is a term used to describe a variety of small, annoying flying insects. The most common of these are the TSETSE (6 letters), GNAT (4 letters) and MIDGE (5 letters). TSETSE flies are found in Africa and are known for transmitting sleeping sickness. Gnats are small flies that are often found in homes and gardens, and midges are tiny flies that are found near water sources. All three of these pesky flies can be a nuisance to humans and animals alike.