Machine learning and wireless communication technologies are jointly facilitating an intelligent edge, where federated edge learning (FEEL) is emerging as a promising training framework. As wireless devices involved in FEEL are resource limited in terms of communication bandwidth, computing power and battery capacity, it is important to carefully schedule them to optimize the training performance. In this work, we consider an over-the-air FEEL system with analog gradient aggregation, and propose an energy-aware dynamic device scheduling algorithm to optimize the training performance within the energy constraints of devices, where both communication energy for gradient aggregation and computation energy for local training are considered. The consideration of computation energy makes dynamic scheduling challenging, as devices are scheduled before local training, but the communication energy for over-the-air aggregation depends on the l2-norm of local gradient, which is known only after local training. We thus incorporate estimation methods into scheduling to predict the gradient norm. Taking the estimation error into account, we characterize the performance gap between the proposed algorithm and its offline counterpart. Experimental results show that, under a highly unbalanced local data distribution, the proposed algorithm can increase the accuracy by 4.9% on CIFAR-10 dataset compared with the myopic benchmark, while satisfying the energy constraints.