Results on the accuracy of SeaSonde High Frequency (HF) radar wind direction measurements in the Gulf of Naples (Southern Tyrrhenian Sea, Central Mediterranean Sea) are here presented. The investigation was carried out for a winter period (2 February–6 March) and for one summer month (August) of the reference year 2009. HF radar measurements were compared with in situ recordings from a weather station and with model data, with the aim of resolving both small scale and large scale dynamics. The analysis of the overall performance of the HF radar system in the Gulf of Naples shows that the data are reliable when the wind speed exceeds a 5 m/s threshold. Despite such a limitation, this study confirms the potentialities of these systems as monitoring platforms in coastal areas and suggests further efforts towards their improvement.