Small target motion detection is critical for insects to search for and track mates or prey which always appear as small dim speckles in the visual field. A class of specific neurons, called small target motion detectors (STMDs), has been characterized by exquisite sensitivity for small target motion. Understanding and analyzing visual pathway of STMD neurons are beneficial to design artificial visual systems for small target motion detection. Feedback loops have been widely identified in visual neural circuits and play an important role in target detection. However, if there exists a feedback loop in the STMD visual pathway or if a feedback loop could significantly improve the detection performance of STMD neurons, is unclear. In this paper, we propose a feedback neural network for small target motion detection against naturally cluttered backgrounds. In order to form a feedback loop, model output is temporally delayed and relayed to previous neural layer as feedback signal. Extensive experiments showed that the significant improvement of the proposed feedback neural network over the existing STMD-based models for small target motion detection.