Abstract Boundary‐layer winds strongly impact heavy rainfall through low‐level convergence, moisture transport, and vertical wind shear. Using high‐resolution observations from the 356‐m Shenzhen Meteorological Tower, together with ERA5 reanalysis and semi‐idealized numerical experiments, this study investigates the vertical structure and diurnal variation of boundary‐layer winds during April–June 2018–2020. Observations reveal an anomalous counterclockwise (CCW) wind turning with time throughout all tower levels, contrasting with the clockwise (CW) inertial oscillations typical of the Northern Hemisphere. ERA5 analysis further shows that this CCW turning gradually transitions to CW turning within the 975–925 hPa layer, forming a distinct vertical CCW‐to‐CW mode. Numerical experiments demonstrate that turbulent vertical mixing governs the vertical scale of this mode. Consequently, spatial heterogeneity in urbanization and land‐use types leads to pronounced regional differences in the transition height. These findings provide new observational evidence of deep CCW wind turning in an urbanized coastal environment.