Migration routes of bats remain largely unknown, as previous orientation studies have been challenging even with newly developed techniques in tracking, genetic and stable isotope studies. However, a lack of knowledge about migrations poses problems for species conservation, especially in newly described species for which ecological information is not yet available. Here, we aimed to test flight orientation behaviour in the Soprano pipistrelle, Pipistrellus pygmaeus. This species has been described only 22 years ago but is now known to have a wide geographic distribution in Europe, yet virtually no information exists about seasonal movements of P. pygmaeus. In large parts of the continent, seasonal occurrence of P. pygmaeus matches with that of long‐distance migratory Nathusius' bats (Pipistrellus nathusii). To shed light on the migratory behaviour of both species, we investigated their orientation decisions at the Latvian Baltic Sea coast which is well‐known for summer bat migration along a north‐south axis. We developed an arena‐based assay designed to measure orientation of takeoffs. The arena was installed in the natural flight path of P. nathusii and P. pygmaeus, and after takeoff, bats chose the direction freely. We detected bearing fidelity between takeoff and departure flights, suggesting that bats used cues within the arena, putatively geomagnetic information, which allowed them to set a course prior to takeoff. Furthermore, our results show that P. pygmaeus orientates in a southerly, seasonally appropriate direction, similar to P. nathusii during ongoing migration. Therefore, our findings are consistent with true migratory behaviour of P. pygmaeus in the northern part of its range. Predicting flight directions of bats based on takeoff direction offers a simple test for orientation studies, and could further be used to test senses of bats under varying treatments, thereby facilitating a comparison of navigational skills across taxa, e.g., bats and birds.