The Welshman won all four of Thursday's climbs to move top of the standings and, with a four-rider breakaway hoovering up the remaining points yesterday, did enough to hold off second-placed Ryan Cox.
"To get a jersey in a major tour and in a home tour is a major achievement," said the 32-year-old, who inherited the title won by Scotland's Duncan Urquhart last year. "It's good for the race and British cycling and for Wales."
Winn finished in the peloton after the Russian champion, Sergei Ivanov of T-Mobile, had won a sprint to the line ahead of Scotland's Evan Oliphant, cheered home by a crowd of around 8,000 in Nottingham.
The Olympic silver medallist, Paul Manning of recycling.co.uk, and Kazuo Inoue, of the all-Japanese Bridgestone Anchor team, brought up the quartet's rear, more than 10 minutes ahead of the rest of the race.
Winn, who will race in next year's Commonwealth Games before retiring, added: "The ideal scenario was for a group to go up the road and take the points while I kept on the wheel of my nearest challenger."
Belgium's Nick Nuyens, of Quick Step, retained the yellow jersey after another untroubled day and should stay top of the standings with a good ride in today's time-trial in Birmingham.
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