Intense winds are a challenge for vertical take‐off and landing drones with wings. In particular, in the hovering regime, wings are sensitive to wind currents that can be detrimental to their operational and energetic performances. Tail‐sitters are particularly prone to those wind currents because their wings are perpendicular to the incoming wind during hovering. This wind generates a large amount of drag and can displace and destabilize the vehicle, possibly leading to catastrophic failures. Herein, our morphing strategy demonstrates in a custom‐built 1.8 kg tail‐sitter with morphing wings that can actively resist winds and leverage them to increase its aerodynamic efficiency. It is shown that adaptive wing morphing during hovering in adverse wind conditions can reduce normalized energy consumption up to 85%, increase attitude and positional stability, and leverage wind energy to increase its yaw angular rate up to 200% while decreasing motor saturation levels.