It's a cymbal played backward through a Leslie speaker.

They recorded a cymbal crash, reversed the tape, and ran it through a rotating Leslie speaker. That’s the wind sound you hear on “Set the Controls for the Heart of the Sun.” The Leslie speaker spins a horn and a woofer, creating a natural Doppler effect. When you layer that with a reversed crash, the attack becomes a rise instead of a hit. Sounds exactly like an eerie gust.

Roger Waters also fed the whole thing through a Binson Echorec for extra delay and texture. No actual wind recording. Just tape, cymbals, and a Hammond organ speaker they modified.

It’s one of those tricks that sounds complicated but is basically “what if we just flipped this and added spin?” Simple, and it completely works.