Abstract Migratory connectivity, reflecting the extent by which migrants tend to maintain their reciprocal positions in seasonal ranges, can assist in the conservation and management of mobile species, yet relevant drivers remain unclear. Taking advantage of an exceptionally large (~150,000 individuals, 83 species) and more‐than‐a‐century‐long dataset of bird ringing encounters, we investigated eco‐evolutionary drivers of migratory connectivity in both short‐ and long‐distance Afro‐Palearctic migratory birds. Connectivity was strongly associated with geographical proxies of migration costs and was weakly influenced by biological traits and phylogeny, suggesting the evolutionary lability of migratory behaviour. The large intraspecific variability in avian migration strategies, through which most species geographically split into distinct migratory populations, explained why most of them were significantly connected. By unravelling key determinants of migratory connectivity, our study improves knowledge about the resilience of avian migrants to ecological perturbations, providing a critical tool to inform transboundary conservation and management strategies at the population level.