Android : Mobile internet and Wi-Fi connection simultaneously on Android phone

I am trying to ontrol Partot AR Drone 2.0 from server.

The connection is supposed to be: Mobile JAVA app sends http request to server-based PHP web service. Web service then calculates an array of flight commands, formats it to JSON and returns to JAVA app (mobile phone). JAVA app then sends low-level flight commands to drone via Wi-Fi connection. The problem is, that mobile phone (tested with Android OS) seems to lose Wi-Fi connection when new http request is sent using mobile internet. Is it possible to use both, mobile internet and Wi-Fi connection simultaneously? Is it OS problem?