The non-repetitive complexity $nr\mathcal{C}_{\bf u}$ and the initial non-repetitive complexity $inr\mathcal{C}_{\bf u}$ are functions which reflect the structure of the infinite word ${\bf u}$ with respect to the repetitions of factors of a given length. We determine $nr\mathcal{C}_{\bf u}$ for the Arnoux-Rauzy words and $inr\mathcal{C}_{\bf u}$ for the standard Arnoux-Rauzy words. Our main tools are $S$-adic representation of Arnoux-Rauzy words and description of return words to their factors. The formulas we obtain are then used to evaluate $nr\mathcal{C}_{\bf u}$ and $inr\mathcal{C}_{\bf u}$ for the $d$-bonacci word.