The wind direction misalignment problem significantly impacts the abnormal alteration in aerodynamic distribution, ultimately resulting in an abnormal stress response of wind turbines. In this study, an experimental method was employed to simulate dynamic wind changes. The study aimed to analyze the laws and mechanisms governing changes in principal and shear stress on wind turbine blades and towers under different wind dynamic change angles. The results revealed that variations in the initial tip speed ratio significantly influenced the stress experienced by the tower during dynamic changes in wind direction. The coupling effect of yaw and gyroscopic moments led to a transient increase in both principal and shear stresses in the wind turbine tower during the early stage of wind direction change. Due to inertia and aerodynamic deterioration, the principal and shear stress values of wind turbine blades and towers exhibited delayed changes. Notably, when the wind direction changed by 15° from the direction the turbine was facing, the principal stress fluctuations in the wind turbine tower and blade were 5.13 and 1.23 times higher, respectively. Therefore, when developing a small-angle yaw strategy, stress fluctuations should be comprehensively considered, in addition to power requirements.