Energy harvesting from wind-induced vibrations is considered to be a promising solution for the power requirements of wireless sensor nodes. This paper proposes an enhanced piezoelectric wind-induced vibration energy harvester (EPWEH) via the interplay between the cylindrical shell and diamond-shaped baffle to improve reliability, environmental adaptability, and power generation performance. Different from the most existing hybrid piezoelectric wind energy harvesters where the interaction of vortex-induced vibration and galloping was mainly implemented by altering the cylinder geometry, this EPWEH realized the coupling between vortex-induced vibration and galloping through introducing a downstream diamond-shaped baffle to change the aeroelastic instability of the cylinder. Besides, the pre-bending vibrator only subjected to the unidirectional compressive stress was employed and embedded inside the hollow cylinder, thus avoiding the drawbacks of bidirectional deformation of the traditional piezoelectric vibrator and direct contact between piezoelectric element and fluid. The feasibility of the structure and principle of the EPWEH was proved through a series of experiments. The experimental results demonstrated that the compound-embedded structure led to a coupling phenomenon of VIV and galloping on the cylindrical shell. Besides, it exhibited that the structural parameters brought a significant impact on the vibration characteristics, power generation performance, and wind speed bandwidth of EPWEH as well. Thanks to the performance improvement effect of the baffle, the EPWEH could reach a maximum voltage output enhancement of 910.1% and provide a maximum output power density of 5.493 mW/cm3 at an optimal load resistance of 200 kΩ. It is expected that this compound-embedded structure can provide a reference for performance improvement of the existing PWEHs.