Feather moulting is a crucial process in the avian life cycle, which evolved to maintain plumage functionality. However, moulting involves both energetic and functional costs. During moulting, plumage function temporarily decreases between the shedding of old feathers and the full growth of new ones. In flying taxa, a gradual and sequential replacement of flight feathers evolved to maintain aerodynamic capabilities during the moulting period. Little is known about the moult strategies of non-avian pennaraptoran dinosaurs and stem birds, before the emergence of crown lineage. Here, we report on two Early Cretaceous pygostylian birds from the Yixian Formation (125 mya), probably referable to Confuciusornithiformes, exhibiting morphological characteristics that suggest a gradual and sequential moult of wing flight feathers. Short primary feathers interpreted as immature are symmetrically present on both wings, as is typical among extant flying birds. Our survey of the enormous collection of the Tianyu Museum confirms previous findings that evidence of active moult in non-neornithine pennaraptorans is rare and likely indicates a moult cycle greater than one year. Documenting moult in Mesozoic feathered dinosaurs is critical for understanding their ecology, locomotor ability and the evolution of this important life-history process in birds.