It is known from a well preserved partial skeleton that includes four long feathers on the tail, composed of a central rachis and vanes. However, unlike in modern-style rectrices (tail feathers), the vanes were not branched into individual filaments but made up of a single ribbon-like sheet. "Epidexipteryx" also preserved a covering of simpler body feathers, composed of parallel barbs as in more primitive feathered dinosaurs. However, the body feathers of "Epidexipteryx" are unique in that some appear to arise from a "membranous structure."
The skull of "Epidexipteryx" is also unique in a number of features, and bears an overall similarity to the skull of Sapeornis, oviraptorosaurs and, to a lesser extent, therizinosauroids. It had teeth only in the front of the jaws, with unusually long front teeth angled forward, a feature only seen in Masiakasaurus among other theropods. The rest of the skeleton bore an overall similarity to the closely related Epidendrosaurus, including a hip configuration unusual among other dinosaurs: the pubis was shorter than the ischium, and the ischium itself was expanded towards the tip. However, the tail of "Epidexipteryx" differed significantly from Epidendrosaurus. In Epidendrosaurus, the tail was long, about 300% of total trunk length, while the short tail of "Epidexipteryx" was only 70% of its trunk length. The tail of "Epidexipteryx" also bore unusual vertebrae towards the tip which resembled the feather-anchoring pygostyle of modern birds and some oviraptorosaurs.
Despite its close relationship to avialan birds, "Epidexipteryx" appears to have lacked remiges (wing feathers), and it likely could not fly. Zhang et al. suggest that unless "Epidexipteryx" evolved from flying ancestors and subsequently lost its wings, this may indicate that advanced display feathers on the tail may have predated flying or gliding flight.