“Vay” is the name of a great and powerful god in ancient Iran who is the manifestation of the wind and to whom one of the Yashts is dedicated. According to Yashts and other Zoroastrian references, this god sometimes has an even higher position than Ahuramazda. Due to his power and influence, he was not easily settled in Mazdayasna like other pre-Zoroastrian gods and created some disturbances in this religion. On the other hand, considering the importance and place of the “wind” phenomenon in the works of mystics such as Sanai, Attar and Rumi, we decided to study the relationship between wind in Mathnavi and Avesta and compare the position of wind from both mythological and mystical perspectives. The question of this descriptive-analytical research is, whether the god of the wind, with all its importance and greatness, is reflected in post-Islamic mystical beliefs or not, and furthermore, can there be any indication that Rumi’s mystical understanding of the phenomenon of wind is influenced by the ideas of ancient Iran? Apparently, the importance of allegories of wind for Rumi goes back more to the Qur’an and Islamic attitudes. However, the result obtained in the end confirms some indirect influence which originates from the Iranian collective unconscious about this forgotten god.