Vertical wind shear (VWS) significantly impacts the vertical mixing of air pollutants and leads to changes in near-surface air pollutants. We focused on Changsha (CS) and Jingmen (JM), the upstream and downstream urban sites of a receptor region in central China, to explore the impact of VWS on surface PM2.5 changes using 5-year wintertime observations and simulations from 2016–2020. The surface PM2.5 concentration was lower in CS with higher anthropogenic PM2.5 emissions than in JM, and the correlation between wind speed and PM2.5 was negative for clean conditions and positive for polluted conditions in both two sites. The difference in the correlation pattern of surface PM2.5 and VWS between CS and JM might be due to the different influences of regional PM2.5 transport and boundary layer dynamics. In downstream CS, the weak wind and VWS in the height of 1–2 km stabilized the ABL under polluted conditions, and strong northerly wind accompanied by enhanced VWS above 2 km favored the long-range transport of air pollutants. In upstream JM, local circulation and long-range PM2.5 transport co-determined the positive correlation between VWS and PM2.5 concentrations. Prevailed northerly wind disrupted the local circulation and enhanced the surface PM2.5 concentrations under polluted conditions, which tend to be an indicator of regional transport of air pollutants. The potential contribution source maps calculated from WRF-FLEXPART simulations also confirmed the more significant contribution of regional PM2.5 transport to the PM2.5 pollution in upstream region JM. By comparing the vertical profiles of meteorological parameters for typical transport- and local-type pollution days, the northerly wind prevailed throughout the ABL with stronger wind speed and VWS in transport-type pollution days, favoring the vertical mixing of transported air pollutants, in sharp contrast to the weak wind conditions in local-type pollution days. This study provided the evidence that PM2.5 pollution in the Twain-Hu Basin was affected by long-distance transport with different features at upstream and downstream sites, improving the understanding of the air pollutant source–receptor relationship in air quality changes with regional transport of air pollutants.