The statistical characteristics of wind direction that was recorded at maximum wind speed in Peninsular Malaysia for two monsoons from 1999 to 2008 for seven stations were analyzed in this study. Modeled by von Mises distribution, the change in parameters values namely mean direction and concentration parameter was measured. Statistical summary, graphical representations, Watson-William Test and linear-circular correlation are used in the analysis. It is found that there is a significant change in the mean direction of wind over the period of ten years for most stations in Peninsular Malaysia. However, there is a weak relationship between wind direction and wind speed. This study suggested the presence of prominent direction of wind that blows in Peninsular Malaysia by monsoon. This finding may provide useful information on giving a better understanding of the behavior of the wind in Peninsular Malaysia and the potential use of wind as an alternative source of energy.