An auxiliary structure can significantly improve the wind-trapping capacity of the Savonius wind turbine. In this study, a novel auxiliary structure called a wind energy gathering structure (WEGS) is proposed, and its five parameters, namely the lengths of the shrinkage and diffusion tubes, the length of the centerboard, the length of the throat, the length of the wind board, and the shrinkage and diffusion angles, are investigated using computational fluid dynamics (CFD) and Taguchi’s method. Meanwhile, Taguchi’s method and ANOVA reveal that among the studied parameters, the shrinkage and diffusion angles, the length of the centerboard, and the lengths of the shrinkage and diffusion tubes have a more significant influence on the performance of the WEGS. At a tip speed ratio (TSR) value of 1 and a wind speed of 7 m/s, the optimized combination of the WEGS parameters obtained by Taguchi’s method improves the mean torque coefficient of the turbine by 42.1%. Moreover, at other TSRs (0.6–1.2), the turbine with the WEGS also outperforms an open turbine in terms of aerodynamic (increases of 20.1–53%) and lifetime performance.