Pedopenna was originally classified as a paravian, the group of maniraptoran dinosaurs that includes both deinonychosaurs and avialans (the lineage including modern birds), but some scientists have classified it as a true avialan more closely related to modern birds than to deinonychosaurs.

[2] Xu Xing and Zhang Fucheng, who interpreted the Daohugou fossil beds where Pedopenna was found as mid to late Jurassic in age, used the presence of such a primitive member of the avian lineage, in combination with many primitive members of closely related lineages there, to support the idea that Avialae originated in Asia.

Apart from having a very bird-like skeletal structure in its legs, Pedopenna was remarkable due to the presence of long pennaceous feathers on the metatarsus (foot).

Since asymmetrical feathers are typical of animals adapted to flying, it is likely that Pedopenna represents an early stage in the development of these structures.

[2] This theory may be confirmed by the discovery of Serikornis in 2017, an anchiornithid with soft, symmetrical feathers and filaments on parts of the body that were similar to Pedopenna's.