Many lizards can drop a portion of their tail in response to an attack by a predator, a behaviour known as caudal autotomy. The capacity for intravertebral autotomy among modern reptiles suggests that it evolved in the lepidosaur branch of reptilian evolution, because no such vertebral features are known in turtles or crocodilians. Here we present the first detailed evidence of the oldest known case of caudal autotomy, found only among members of the Early Permian captorhinids, a group of ancient reptiles that diversified extensively and gained a near global distribution before the end-Permian mass extinction event of the Palaeozoic. Histological and SEM evidence show that these early reptiles were the first amniotes that could autotomize their tails, likely as an anti-predatory behaviour. As in modern iguanid lizards, smaller captorhinids were able to drop their tails as juveniles, presumably as a mechanism to evade a predator, whereas larger individuals may have gradually lost this ability. Caudal autotomy in captorhinid reptiles highlights the antiquity of this anti-predator behaviour in a small member of a terrestrial community composed predominantly of larger amphibian and synapsid predators.