In spring, many migrating songbirds exhibit protandry (the phenomenon whereby males precede females in arrival at breeding sites). The reed bunting (Emberiza schoeniclus) is a short-distance migrant which expresses a high degree of protandry and combines both nocturnal and diurnal movements during migrations. In experimental conditions, we studied the proximate mechanisms of protandry and compared locomotor behavior between spring and autumn migrations. We assumed that captive behavior is a proxy for the behavior that birds demonstrate in the wild. Combined, the analysis of seasonal patterns and circadian dynamics of locomotor activity suggested that male reed buntings depart from wintering grounds by daytime flights approximately two weeks earlier than females. Later, they develop nocturnal activity, take off shortly before dawn and continue their flight for several hours in the morning. We argue that such behavior allows males to benefit from both the advantage of nocturnal flight and an efficient start of foraging, thereby reducing the stopover duration (by minimizing search/settling costs) and increasing the total migration speed. In contrast, females migrate predominantly at night in spring. Sex-related variation in behavior was accompanied by differences in energetic conditions; males in spring had, on average, lower fat reserves. However, leukocyte profile parameters were similar in males and females. In contrast, in autumn, both sexes display similar levels/dynamics of locomotor activity and fat reserves. Overall, our results describe unique sex-specific migratory behaviour and physiology in reed buntings in spring, which, we assume, contribute to spring arrival protandry in this species.