Wind erosion from agricultural land is an underrated and understudied environmental challenge in Europe. Its societal and policy relevance will likely increase in the near future due to climate change and associated increases in the frequency, severity and patterns of atmospheric events such as droughts. We review the research on this issue and find it to be fragmented, siloed and dominated by natural sciences, leaving important research gaps. The most important gaps that circumscribe a research agenda for the future include specific effects of future climate change on wind erosion, the relevance of wind erosion for public health and ecosystem functioning, farmers' behaviour affecting erosion risk and feedback between land management and environmental change, and appropriate policy approaches to address wind erosion risks. Social science contributions are thus required to make wind erosion research relevant for addressing the related societally most pressing questions. We provide a social–environmental systems perspective to highlight the potential of inter‐ and transdisciplinary research into wind erosion in times of climate change and the increasingly recognized need to transform agriculture towards more sustainability and climate resilience. Read the free Plain Language Summary for this article on the Journal blog. Read the free Plain Language Summary for this article on the Journal blog.