The wings of birds and their closest theropod relatives share a uniform fundamental architecture, with pinnate flight feathers as the key component1,2,3. Here we report a new scansoriopterygid theropod, Yi qi gen. et sp. nov., based on a new specimen from the Middle–Upper Jurassic period Tiaojishan Formation of Hebei Province, China4. Yi is nested phylogenetically among winged theropods but has large stiff filamentous feathers of an unusual type on both the forelimb and hindlimb. However, the filamentous feathers of Yi resemble pinnate feathers in bearing morphologically diverse melanosomes5. Most surprisingly, Yi has a long rod-like bone extending from each wrist, and patches of membranous tissue preserved between the rod-like bones and the manual digits. Analogous features are unknown in any dinosaur but occur in various flying and gliding tetrapods6,7,8,9,10, suggesting the intriguing possibility that Yi had membranous aerodynamic surfaces totally different from the archetypal feathered wings of birds and their closest relatives. Documentation of the unique forelimbs of Yi greatly increases the morphological disparity known to exist among dinosaurs, and highlights the extraordinary breadth and richness of the evolutionary experimentation that took place close to the origin of birds.