Winn's scholarly work combines a deep commitment to the literature of England in the Restoration and early eighteenth century with a broad interest in the relations between literature and the other arts. His first book, A Window in the Bosom: The Letters of Alexander Pope (1977) was the first extended study of Pope's correspondence; his second, Unsuspected Eloquence: A History of the Relations between Poetry and Music (1981) remains the only general study of its kind. His biography of Dryden, John Dryden and his World (1987), won the British Humanities Council Prize and the Yale University Press Governors' Award; it led to a further study placing Dryden and others in the context of Restoration music and painting, "When Beauty Fires the Blood": Love and the Arts in the Age of Dryden (1992). Winn's most recent publication, The Pale of Words: Reflections on the Humanities and Performance (1998), is an expanded version of the James Murray Brown lectures which he delivered at the University of Aberdeen in 1996. He has edited collections of essays on Pope and Dryden, written articles on subjects as diverse as Milton, Faulkner, and the Beatles, and ventured polemical pieces on deconstruction, the new historicism, and the practice of tenure.

Winn's scholarly work on music reflects his continuing career as a concert flutist. He has recorded baroque and contemporary flute music for Musical Heritage and CRI, and has performed as a concerto soloist with the Louisville Orchestra, the Princeton University Orchestra, the Yale Symphony, and the Aberdeen Symphony.