A high-order upwind scheme has been developed to capture the vortex wake of a helicopter rotor in the hover based on chimera grids. In this paper, an improved fifth-order weighted essentially non-oscillatory (WENO) scheme is adopted to interpolate the higher-order left and right states across a cell interface with the Roe Riemann solver updating inviscid flux, and is compared with the monotone upwind scheme for scalar conservation laws (MUSCL). For profitably capturing the wake and enforcing the period boundary condition, the computation regions of flows are discretized by using the structured chimera grids composed of a fine rotor grid and a cylindrical background grid. In the background grid, the mesh cells located in the wake regions are refined after the solution reaches the approximate convergence. Considering the interpolation characteristic of the WENO scheme, three layers of the hole boundary and the interpolation boundary are searched. The performance of the schemes is investigated in a transonic flow and a subsonic flow around the hovering rotor. The results reveal that the present approach has great capabilities in capturing the vortex wake with high resolution, and the WENO scheme has much lower numerical dissipation in comparison with the MUSCL scheme.