Several data sets were introduced to investigate the possible effects of climate-change-related variation of wind on aerosol concentration during winter in Shanghai, China. These data sets included the daily wind speed, wind direction, visibility, and precipitation from 1956 to 2010, hourly PM10 concentration from 2008 to 2010, and the NCEP/NCAR reanalysis data of global atmospheric circulation from 1956 to 2010. The trend of aerosol concentration and its correlations with wind speed and wind direction in winter were analyzed. Results indicated that there was an increase in the number of haze days in winter of 2.1 days/decade. Aerosol concentration, represented by PM10 in this study, was highly correlated to both wind speed and direction in winter. The PM10 concentration increased as wind speed decreased, reaching maximum values under static wind conditions. The PM10 concentration was relatively lower under easterly winds and higher under westerly winds. The analysis showed that weaker East Asia winter monsoons have resulted in a reduction of wind speed, increase in static wind frequency, and decline in the frequency of northerly winds since the 1980s. Moreover, the rapid expansion of urban construction in Shanghai has changed the underlying surface considerably, which has led to a reduction in wind speed. Finally, a wind factor was defined to estimate the combined effects of wind speed and wind direction on aerosol concentrations in Shanghai. The analysis of this factor indicated that changes in atmosphere circulation and urbanization have had important effects on the number of winter haze days in Shanghai.