Moulting strategies in birds have evolved to avoid overlap with, or prepare for, other demanding parts of the annual cycle, such as reproduction or migration. When moulting for the first time after leaving the nest, young birds replace their typically poor‐quality plumage during the post‐juvenile moult. The extent of this moult varies between species from partial to complete. Earlier studies, restricted to Western Palearctic birds, suggest that in most species a complete post‐juvenile moult may not be possible simply because young birds are constrained by not having the same access to resources as adults, unless environmental conditions are favourable. These studies also show that complete post‐juvenile moult is more common in species with poor‐quality nest‐grown plumage. We expanded the spatial and taxonomic scope of previous studies to 1,315 species of passerines from across the world and considered both the role of constraints, plumage quality and other selective pressures favouring a complete post‐juvenile moult. Thus, we test whether complete moult is more prevalent in species where nest‐grown feathers are presumably of poor quality (shorter nestling period), that live in environments that foster quick plumage degradation (open habitats, high insolation and humidity), and where males are under strong sexual selection. Our data reveal that 24% of species carry out a complete post‐juvenile moult, and that this trait has a strong phylogenetic signal. Complete moult is more common in species that inhabit warmer regions and open habitats, show no delayed plumage maturation and have higher levels of sexual dichromatism (indicative of strong sexual selection). Neither the presumed quality of the nest‐grown plumage nor living in regions with high insolation correlates with complete moult. In conclusion, the evolution of complete post‐juvenile moult not only depends on whether birds can perform a complete moult (i.e. suitable environmental conditions) but also on the strength of selection associated with the need of a complete moult. In particular, the necessity to keep the plumage in good condition in challenging environments and the benefits associated with producing adult‐like plumage colours to attract mates or deter rivals seem to play an important role.