In this study, we implemented a compact wind direction sensor on a palm-sized quadcopter to achieve wind source localization (WSL). We designed an anemotaxis algorithm based on the sensor data and experimentally validated its efficacy. Anemotaxis refers to the strategy of moving upwind based on information on the wind direction, which is essential for tracing odors propagating through the air. Despite the limited research on quadcopter systems achieving WSL directly through environmental wind measurement sensors, debate remains regarding the relationship between sensor placement and the anemotaxis algorithm. Therefore, we experimentally investigated the placement of a wind direction sensor capable of estimating wind source direction even when propellers are rotating. Our findings demonstrated that placing the sensor 50 mm away from the enclosure of the quadcopter allowed accurate wind direction measurement without being affected by wake disturbances. Additionally, we constructed an anemotaxis algorithm based on wind direction and speed data, which we integrated into the quadcopter system. We confirmed the ability of the quadcopter to execute anemotaxis behavior and achieve WSL irrespective of environmental wind strength through wind source localization experiments.