In this paper, the traditional control circuit of the constant-temperature-difference (CTD) mode for a MEMS thermal wind sensor is introduced and analyzed. Then it is demonstrated that the transistor in this closed-loop control circuit has high power consumption owing to its use as a modulator with low conversion efficiency to supply a high current for the Wheatstone bridge. To reduce unnecessary power consumption, the use of a DC/DC converter with high conversion efficiency in the switching mode power supply is proposed to replace the transistor in a new low-power-consumption control circuit of the CTD mode. Then the loop stability and the performance of the new control circuit in reducing the power consumption are verified by simulation. Finally, power-consumption experiments are performed on the traditional and new control circuits in a laminar flow wind tunnel. The experimental results show the capability of the new low-power-consumption control circuit to reduce the total power consumption of the control circuit by 20 to 40% at wind speeds from 0 to 30 m/s by replacing the transistor with the DC/DC converter.