Wind measurement by MST/ST radars may be accompanied by a systematic error due to a finite range volume effect which works when a thin turbulent layer is simultaneously located in several adjacent range volumes. The error occurs when the layer coincides with a cross section through the range volume which is not symmetric with respect to the center of the beam. The finite range volume effect appears as a false vertical shear of horizontal wind in a vertical scale of the order of a few hundred meters, even if the ambient wind field is uniform. The false wind shear sometimes exceeds 40 ms−1km−1in magnitude or the critical value to induce the Kelvin‐Helmholtz instability. Also the effect leads to a false temporal variation of the wind measurement, although the wind field does not change at all. The false wind shear with a magnitude less than 40 ms−1km−1cannot be discriminated from a true one in the observed data. It seems hard to indicate directly that the finite range volume effect appears as theoretically conceived. Judging from wind velocity and echo intensity data obtained by the MU radar in Japan, this effect appears quite frequently in the atmosphere. The small vertical scale wind shear as well as the temporal variation found only at a specific range should be treated with great care except when the ambient wind field is weak, where the finite range volume effect is not so