Motivation: Recent advances in molecular biology and fluorescence microscopy imaging have made possible the inference of the dynamics of single molecules in living cells. Changes of dynam-ics can occur along a trajectory. Then, an issue is to estimate the temporal change-points that is the times at which a change of dynamics occurs. The number of points in the trajectory required to de-tect such changes will depend on both the magnitude and type of the motion changes. Here, the number of points per trajectory is of the order of 102, even if in practice dramatic motion changes can be detected with less points. Results: We propose a non-parametric procedure based on test statistics computed on local windows along the trajectory to detect the change-points. This algorithm controls the number of false change-point detections in the case where the trajectory is fully Brownian. We also develop a strategy for aggregating the detections obtained with different window sizes so that the window size is no longer a parameter to optimize. A Monte Carlo study is proposed to demonstrate the performances of the method and also to compare the procedure to two competitive algorithms. At the end, we illustrate the efficacy of the method on real data in 2D and 3D, depicting the motion of mRNA complexes—called mRNA-binding proteins—in neuronal dendrites, Galectin-3 endocytosis and trafficking within the cell. Availability and implementation: A user-friendly Matlab package containing examples and the code of the simulations used in the paper is available at https://team.inria.fr/serpico/software/cpanalysis/