Wind gusts are sudden, brief increases in wind speed that have important implications for wind power generation, building design, aviation and marine safety. However, wind gusts in the Plateau and coastal plain are very different. In this paper, the gust characteristics are explored and compared at two sites in the same latitude—Xining, a city in the eastern Tibetan Plateau, and Qingdao, a city in the coast in China—using Doppler lidar data. The results indicate that the wind gusts in Xining are more intense and occur at a higher height than those in Qingdao. Though mean winds and turbulence significantly influence gusts, the turbulence intensity is responsible for the differences in gust, and high turbulence in the eastern part of the Tibetan Plateau is inferred. These results provide observational evidence for wind gusts over the complex terrain of the Tibetan Plateau and are useful for studying their impact on important aspects, such as flight safety.