Generally, the pulse duration of a coherent Doppler wind lidar (CDWL) is shortened to minimize the spatial resolution at the sacrifice of carrier-to-noise ratio, since the peak power of a laser source is limited by the stimulated Brillouin scattering or other nonlinear optical phenomena. To solve this problem, an all-fiber CDWL incorporating Golay coding is proposed and demonstrated. Given the peak power of the laser pulse, the Golay coding method can improve the measuring precision by improving the pulse repetition frequency of the outgoing laser. In the experiment, the Golay coding implementation is optimized by normalizing the intensity of every single pulse of the outgoing laser with a closed-loop feedback, achieving a spatial resolution of 6 m and a temporal resolution of 2 s with a maximum detection range of 552 m. The wind profile in line of sight and the result derived from another noncoding CDWL show good agreement.