The pantograph monitoring device on high-speed trains bears not only its own strength but also the aerodynamic load applied by the air flow when the train is running at high speed. A well designed shape of the pantograph monitoring device on high-speed trains reduces the loads and pressure fluctuations acting on it, and therefore, increases its function stability and life cycle. In this paper, we present an aerodynamic shape design method for such device. Firstly, an efficient and reliable numerical simulation approach is established for the evaluation of the aerodynamic loads acting on the device. According to the numerical computations, a basic shape for the monitoring device is formed, with which the minimum functional space of the device is reserved. Then, the corners of the basic shape are smoothed out with three types of continuous transitions. By comparing the numerical results of the three smoothed shapes, we obtain an optimal aerodynamic shape for the pantograph monitoring device. The design method is not limited to the monitoring device studied in this manuscript. The aerodynamic shape of other small functional devices on high-speed trains can also be generated or optimized with the method presented herein.