An extension of time-dependent covariant density functional theory that includes particle–vibration coupling is applied to the charge-exchange channel. Spin-dipole excitation spectra are calculated an compared to available data for 90Zr and 208Pb. A significant fragmentation is found for all three angular-momentum components of the spin-dipole strength as a result of particle–vibration coupling, as well as a shift of a portion of the strength to higher energy. A high-energy tail is formed in the strength distribution that linearly decreases with energy. Using a model-independent sum rule, the corresponding neutron skin thickness is estimated and shown to be consistent with values obtained at the mean-field level.