Large vertical shears in the E‐region neutral zonal winds can lead to ion convergences and contribute to plasma irregularities, but climatological studies of vertical shears of horizontal winds in a global scale are lacking due to the limitations of data coverage. The Ionospheric Connection Explorer (ICON) Michelson Interferometer for Global High‐resolution Thermospheric Imaging (MIGHTI) has provided neutral wind observations with an unprecedented spatial coverage. In this study, the climatology of dayside E‐region neutral wind shears has been examined using 2‐years’ data (2020–2021). Specifically, the study focuses on large wind shears with a magnitude larger than 20 m/s/km, since large wind shears are more likely to cause significant perturbation in the ionosphere‐thermosphere (I‐T) system. The results show that the probability of occurrence of large shears is strongly dependent on the altitude, with the vertical profile varying with shear direction, latitude, season, and local time. In general, below 110 km altitude, large negative shears of the eastward wind are most likely to happen during summer at 8–10 LT in 25°N–40°N latitudes, showing a high probability across nearly all longitudes. Meanwhile, large positive shears tend to occur in 10°S–10°N latitudes, with peak probabilities exhibiting roughly consistent longitudinal structures across 8–10 LT in all seasons. The discrepancies between positive and negative large shear distributions underlie different global tidal influences. The large‐shear occurrence probabilities above 110 km are generally small, except in latitudes above 25°N during the winter for positive shears.