The behavior of Band-winged Nightjar is poorly studied. The species is primarily nocturnal. During the day, these nightjars roost on the ground, usually in a ravine, road cutting, gorge, or rocky or bushy slope (Johnson 1967, Hilty and Brown 1986, Fjeldså and Krabbe 1990, Hilty 2003). At night, Band-winged Nightjar forages for insects with sallies to the air from the ground, including from roads, or from a low perch (Hilty and Brown 1986, Hilty 2003). Band-winged Nightjar makes "long, rambling, aerial sorties" (Hilty 2003), during which it presumably also forages for insects (Johnson 1967, Hilty 2003). In urban areas, this nightjar captures termites from window sills, at heights up to the 15th floor, and occasionally also captures termites attracted to street lights (Sick 1993).
In eastern Brazil, Band-winged Nightjar sings throughout the year. The song primarily is delivered shortly after dusk, and again just before dawn (Johnson 1967, Hilty 2003), and is given from a low perch (Hilty and Brown 1986).