Sylvie, I just put "Fly London size guide" in Google and saw a link to Planetshoes.com that said size 40 (US women's 9.0-9.5). However the one reviewer had this comment that might be helpful:
"The Fly London shoes made in China, are not as good as the ones made in Portugal. One of the main reasons, expecially when buying online, is that the China's shoes numbers are always a number bellow the usual in Portugal. This is I use a number 38 in Portugal, but China shoes, I need a 39"
Maybe you need to determine where the shoes you are interested in are made..