A persistent problem in surface flux research is that turbulent fluxes observed by eddy covariance methods tend to be lower than the available energy. Using 7 years of eddy covariance flux observations in the Ebinur Lake National Wetland Nature Reserve (ELNWNR) in Xinjiang, Northwest China, this study analyzes the surface–atmosphere energy transfer characteristics at the station to explore variation characteristics of the energy flux and the energy balance closure (EBC), and the factors that influence EBC. The results show that: (1) diurnal and seasonal variations are observed in turbulent flux, available energy, and the partitioning of sensible and latent fluxes affected by environmental factors; (2) the degree of EBC varies significantly diurnally and seasonally, with EBC during the growing season significantly higher than during the dormant season; (3) due to the surface heterogeneity, EBC exhibits significant variations with wind direction that differ between the growing and dormant seasons; (4) environmental factors (e.g., vapor pressure deficit and air temperature) are important in limiting near-surface EBC, but they play a secondary role compared with the state of atmospheric motion. This study provides a basis for accurately assessing the material and energy exchanges between the desert Tugai forest ecosystem and the atmosphere.