Captive parrots (Psittaciformes) commonly engage in “feather-damaging behaviour” (FDB) that suggests compromised welfare. Susceptibilities to FDB have been suggested, but not empirically demonstrated, to vary across the > 200 species kept in captivity. Other demographic risk factors have been proposed for particular species – but neither confirmed nor generalised across Psittaciformes. In this preliminary study, we analysed data from a previously-conducted survey of pet owners: among 538 companion parrots representing 10 non-domesticated, non-hybrid species (n ≥ 17/species), FDB prevalence was 15.8% overall. We tested whether individual FDB status was predicted by four previously-suggested demographic risk factors: species, sex, age, or hatch origin. Available (limited) data on husbandry were assessed as potential confounding variables and controlled for as appropriate. Species identity was a predictor of FDB status (P = 0.047), even after controlling for all other variables tested; however, in light of multiple statistical testing, this effect cannot be considered robust until it is replicated. The strongest predictors of FDB status were age (P = 0.001; with odds of positive FDB status lower in juveniles versus adolescents or adults [P ≤ 0.036]), and sex (P = 0.006; with odds of FDB lower in individuals of unknown, versus known, sex [P ≤ 0.037]). These findings need to be replicated with data that allow better statistical controls for systematic differences in housing. However, they do provide preliminary empirical evidence for within-species risk factors (suggesting new, testable hypotheses about the etiology of parrot FDB); and for intrinsic, cross-species differences in FDB susceptibility (providing a rationale for future study of the biological factors that might underpin any such taxonomic differences).