The wind shear theory is widely accepted as an explanation for the formation of a sporadic E (Es) layer, but the direct comparison of Es with the local wind shear has been limited due to the lack of neutral wind measurements. This study examines the role of the vertical wind shear for Es, using signal‐to‐noise ratio profiles from COSMIC‐2 radio occultation measurements and concurrent measurements of neutral wind profiles from the Ionospheric Connection Explorer. It is observed that the Es occurrence rate and average S4 index are correlated with the negative vertical shear of the eastward wind, providing observational support for the wind shear theory. Es can be observed even when the vertical wind shear is positive, which is interpreted as metallic ion layers generated at an earlier time.