To address the problem of winding turn-to-turn breakdown faults in 35 kV dry-type transformers in wind farms under overvoltage conditions, this paper establishes a simulation model based on the structural dimensions and material parameters of the transformer windings. The winding distribution parameters were calculated using the finite element method. The transient processes inside the high-voltage coil were calculated by constructing a multi-conductor transmission line model (MTL) that took into account the influence of the secondary winding. The voltage distribution of the winding was analysed for both lightning shock and extra-fast transient overvoltage conditions. The simulation results show that the maximum overvoltage between turns of the transformer winding under lightning shock is 5.282 kV; the maximum overvoltage between turns of the winding under very fast transient overvoltage is 11.6 kV, which occurs between the first 2–3 layers of the section, close to the insulation breakdown margin. On this basis, the transformer winding structure was optimised and the maximum inter-turn overvoltage after optimisation was 9.104 kV, reducing the likelihood of insulation breakdown by 24.1%. Finally, the accuracy of the winding structure optimisation simulation study was verified by testing the transformer’s impulse voltage before and after optimisation, providing a reference for the stable operation of 35 kV dry-type transformers in wind farm practical applications.