Songbirds have a species number close to that of mammals and are classic models for studying speciation and sexual selection. Sex chromosomes are hotspots of both processes, yet their evolutionary history in songbirds remains unclear. We characterized genomes of 11 songbird species, with 5 genomes of bird-of-paradise species. We conclude that songbird sex chromosomes have undergone four periods of recombination suppression before species radiation, producing a gradient of pairwise sequence divergence termed ‘evolutionary strata’. The latest stratum was probably due to a songbird-specific burst of retrotransposon CR1–E1 elements at its boundary, instead of the chromosome inversion generally assumed for suppressing sex-linked recombination. The formation of evolutionary strata has reshaped the genomic architecture of both sex chromosomes. We find stepwise variations of Z-linked inversions, repeat and guanine–cytosine (GC) contents, as well as W-linked gene loss rate associated with the age of strata. A few W-linked genes have been preserved for their essential functions, indicated by higher and broader expression of lizard orthologues compared with those of other sex-linked genes. We also find a different degree of accelerated evolution of Z-linked genes versus autosomal genes among species, potentially reflecting diversified intensity of sexual selection. Our results uncover the dynamic evolutionary history of songbird sex chromosomes and provide insights into the mechanisms of recombination suppression.