Modifications of entrainment in the convective boundary layers (CBL) caused by wind shears were analyzed, and shear induced alterations of turbulence statistics of different kinds were demonstrated. All LES codes indicated that wind shears in CBL and across the entrainment zone by inducing vertical transport of heat and momentum in the upper portion of the CBL, and led to deeper regions of negative heat flux at the CBL top. Wind shear across CBL was also found to enhance convective entrainment and accelerate boundary layer growth compared to the shear-free CBL. Differences among the individual code-predicted CBL turbulence statistics were also found to incease with the order of statistics, but did not show noticeable dependence on wind shear.