By means of SNHT (Standard Normal Homogeneity Test) method, a statistical test is conducted on the mean annual wind velocity series of 36 weather stations from 1971 to 2004 in Zhejiang Province. It is found that interruptions existed in 23 stations of 36 samples, in which the heterogeneity in 13 stations is due to their relocation (at a proportion of 57%), in 5 stations due to the environment variation (22%), in one station due to the change of its wind observation equipment, another due to its observation regulation change (about 4%), and the reasons for interruptions in 3 stations are nor clear (13%). The relocation of stations is the main cause of heterogeneity in wind velocity data.