A specimen of the horned dinosaur Psittacosaurus from the early Cretaceous of China is described in which the integument is extraordinarily well-preserved. Most unusual is the presence of long bristle-like structures on the proximal part of tail. We interpret these structures as cylindrical and possibly tubular epidermal structures that were anchored deeply in the skin. They might have been used in display behavior and especially if one assumes that they were colored, they may have had a signal function. At present, there is no convincing evidence which shows these structures to be homologous to the structurally different integumentary filaments of theropod dinosaurs. Independent of their homology, however, the discovery of bristle-like structures in Psittacosaurus is of great evolutionary significance since it shows that the integumentary covering of at least some dinosaurs was much more complex than has ever been previously imagined.