Preen wax is important for plumage maintenance and other functions. Its chemical composition is complex, and separating and quantifying its components, commonly by gas chromatography (GC), can be challenging. We present a simple analytical system consisting of thin‐layer chromatography/flame ionization detection (TLC‐FID) using a solvent system of 100% toluene to analyse the complex compound classes present in preen wax. We used GC and TLC‐FID to investigate the effects of migratory status, diet and captivity on the preen wax composition of White‐throated Sparrows Zonotrichia albicollis, and to measure the quantity of preen wax on the head, primary and tail feathers. White‐throated Sparrows produced preen wax containing only monoesters regardless of migratory state. The monoesters contained several isomers consisting of homologous series of fatty alcohols (C10–C20) and fatty acids (C13–C19) esterified together in different combinations to form monoesters with total carbon numbers ranging from C23 to C38. Weighted average monoester carbon number was greater in captive birds than in wild birds and was greater in captives fed a formulated diet enriched with sesame oil than in birds fed the same diet enriched with fish oil. Captivity and migratory state also affected the complexity of the mixture of monoesters. There was significantly more preen wax on head feathers compared with primary and tail feathers. We suggest that among its many functions, preen wax may play a role in drag reduction by affecting the physical properties of feathers, and/or the fluid flow at their surfaces.