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Quantitative Information about Level 3 Fair Value Measurements (Detail) (USD $)
In Millions, unless otherwise specified
 12 Months Ended
Dec. 31, 2014
EETC  
Fair Value Measurements [Line Items]  
Level 3 Financial Instruments, asset $ 28us-gaap_AssetsFairValueDisclosure
/ us-gaap_ScheduleOfFairValueOfSeparateAccountsByMajorCategoryOfInvestmentAxis
= us-gaap_EnhancedEquipmentTrustCertificateMember
Valuation Technique Discounted Cash Flows
Unobservable Input Structure credit risk [1]
EETC | Structure Credit Risk  
Fair Value Measurements [Line Items]  
Level 3 fair value measurements, input value percentage 4.00%ual_LevelThreeFairValueMeasurementsPercentage
/ us-gaap_FairValueByAssetClassAxis
= ual_StructureCreditRiskMember
/ us-gaap_ScheduleOfFairValueOfSeparateAccountsByMajorCategoryOfInvestmentAxis
= us-gaap_EnhancedEquipmentTrustCertificateMember
Convertible Debt Derivative Asset  
Fair Value Measurements [Line Items]  
Level 3 Financial Instruments, asset 712us-gaap_AssetsFairValueDisclosure
/ us-gaap_ScheduleOfFairValueOfSeparateAccountsByMajorCategoryOfInvestmentAxis
= ual_ConvertibleDebtSupplementalDerivativeAssetMember
Valuation Technique Binomial Lattice Model
Convertible Debt Derivative Asset | Expected Volatility  
Fair Value Measurements [Line Items]  
Unobservable Input Expected volatility [2]
Level 3 fair value measurements, input value percentage 40.00%ual_LevelThreeFairValueMeasurementsPercentage
/ us-gaap_FairValueByAssetClassAxis
= ual_ExpectedVolatilityMember
/ us-gaap_ScheduleOfFairValueOfSeparateAccountsByMajorCategoryOfInvestmentAxis
= ual_ConvertibleDebtSupplementalDerivativeAssetMember
Convertible Debt Derivative Asset | Own Credit Risk  
Fair Value Measurements [Line Items]  
Unobservable Input Own credit risk [3]
Level 3 fair value measurements, input value percentage 5.00%ual_LevelThreeFairValueMeasurementsPercentage
/ us-gaap_FairValueByAssetClassAxis
= ual_OwnCreditRiskMember
/ us-gaap_ScheduleOfFairValueOfSeparateAccountsByMajorCategoryOfInvestmentAxis
= ual_ConvertibleDebtSupplementalDerivativeAssetMember
Convertible Debt Option Liability  
Fair Value Measurements [Line Items]  
Level 3 Financial Instruments, liability (511)us-gaap_LiabilitiesFairValueDisclosure
/ us-gaap_ScheduleOfFairValueOfSeparateAccountsByMajorCategoryOfInvestmentAxis
= ual_ConvertibleDebtConversionOptionLiabilityMember
Valuation Technique Binomial Lattice Model
Convertible Debt Option Liability | Expected Volatility  
Fair Value Measurements [Line Items]  
Unobservable Input Expected volatility [2]
Level 3 fair value measurements, input value percentage 40.00%ual_LevelThreeFairValueMeasurementsPercentage
/ us-gaap_FairValueByAssetClassAxis
= ual_ExpectedVolatilityMember
/ us-gaap_ScheduleOfFairValueOfSeparateAccountsByMajorCategoryOfInvestmentAxis
= ual_ConvertibleDebtConversionOptionLiabilityMember
Convertible Debt Option Liability | Own Credit Risk  
Fair Value Measurements [Line Items]  
Unobservable Input Own credit risk [3]
Level 3 fair value measurements, input value percentage 5.00%ual_LevelThreeFairValueMeasurementsPercentage
/ us-gaap_FairValueByAssetClassAxis
= ual_OwnCreditRiskMember
/ us-gaap_ScheduleOfFairValueOfSeparateAccountsByMajorCategoryOfInvestmentAxis
= ual_ConvertibleDebtConversionOptionLiabilityMember
Auction Rate Securities  
Fair Value Measurements [Line Items]  
Level 3 Financial Instruments, asset $ 26us-gaap_AssetsFairValueDisclosure
/ us-gaap_ScheduleOfFairValueOfSeparateAccountsByMajorCategoryOfInvestmentAxis
= us-gaap_AuctionRateSecuritiesMember
Valuation Technique Valuation Service / Broker Quotes
Unobservable Input Broker quotes [4]
[1] Represents the credit risk premium of the EETC structure above the risk-free rate that the Company has determined market participants would use when pricing the instruments.
[2] Represents the volatility estimate that the Company has determined market participants would use when pricing the instruments.
[3] Represents the Company-specific risk adjustment that the Company has determined market participants would use as a model input.
[4] Broker quotes obtained by a third-party valuation service.