Avian migrants may fly at a range of altitudes, but usually concentrate near strata where a combination of flight conditions is favourable. The aerial environment can have a large impact on the performance of the migrant and is usually highly dynamic, making it beneficial for a bird to regularly check the flight conditions at alternative altitudes. We recorded the migrations between northern Europe and sub-Saharan Africa of European nightjars Caprimulgus europaeus to explore their altitudinal space use during spring and autumn flights and to test whether their climbs and descents were performed according to predictions from flight mechanical theory. Spring migration across all regions was associated with more exploratory vertical flights involving major climbs, a higher degree of vertical displacement within flights, and less time spent in level flight, although flight altitude per se was only higher during the Sahara crossing. The nightjars commonly operated at ascent rates below the theoretical maximum, and periods of descent were commonly undertaken by active flight, and rarely by gliding flight, which has been assumed to be a cheaper locomotion mode during descents. The surprisingly frequent flight-altitude shifts further suggest that nightjars can perform vertical displacements at a relatively low cost, which is expected if the birds can allocate potential energy gained during climbs to thrust forward movement during descents. The results should inspire future studies on the potential costs associated with frequent altitude changes and their trade-offs against anticipated flight condition improvements for aerial migrants.