Using multi-fractal detrended fluctuation analysis (MF-DFA), the scaling features of wind speed time series (WSTS) could be explored. In this paper, we discuss the influence of sub-daily variation, which is a natural feature of wind, in MF-DFA of WSTS. First, the choice of the lower bound of the segment length, a significant parameter of MF-DFA, was studied. The results of expanding the lower bound into sub-daily scope shows that an abrupt declination and discrepancy of scaling exponents is caused by the inability to keep the whole diel process of wind in one single segment. Additionally, the specific value, which is effected by the sub-daily feature of local meteo-climatic, might be different. Second, the intra-day temporal order of wind was shuffled to determine the impact of diel variation on scaling exponents of MF-DFA. The results illustrate that disregarding diel variation leads to errors in scaling. We propose that during the MF-DFA of WSTS, the segment length should be longer than 1 day and the diel variation of wind should be maintained to avoid abnormal phenomena and discrepancy in scaling exponents.