A diverse array of birds apparently make mechanical sounds (called sonations) with their feathers. Few studies have established that these sounds are non-vocal, and the mechanics of how these sounds are produced remains poorly studied. The loud, high-frequency chirp emitted by a male Anna's hummingbird (Calypte anna) during his display dive is a debated example. Production of the sound was originally attributed to the tail, but a more recent study argued that the sound is vocal. Here, we use high-speed video of diving birds, experimental manipulations on wild birds and laboratory experiments on individual feathers to show that the dive sound is made by tail feathers. High-speed video shows that fluttering of the trailing vane of the outermost tail feathers produces the sound. The mechanism is not a whistle, and we propose a flag model to explain the feather's fluttering and accompanying sound. The flag hypothesis predicts that subtle changes in feather shape will tune the frequency of sound produced by feathers. Many kinds of birds are reported to create aerodynamic sounds with their wings or tail, and this model may explain a wide diversity of non-vocal sounds produced by birds.