Westerly wind bursts (WWBs) that occur over the western and central equatorial Pacific are believed to play an important role in ENSO dynamics; however, the mechanisms of WWB generation are still debated. In this study we investigate a link between the Madden–Julian Oscillation (MJO) and WWBs that involves tropical cyclones (TCs) generated within the MJO sufficiently close to the equator. Using an atmospheric reanalysis and WWB composites, we first isolate WWBs that occur (1) between December and April and (2) between May and November, corresponding to the onset and development stages of El Niño. We find that during the onset stage, a warm background sea surface temperature (SST) anomaly develops over the central-western equatorial Pacific with anomalous westerly winds to its west, which draws the MJO convective activity in the southern hemisphere closer to the equator. As a result, westerly wind anomalies associated with the MJO together with tropical cyclones embedded in the MJO induce strong WWBs (during neutral conditions the MJO usually takes a more southerly route and cannot induce strong bursts). Subsequently, during the development stage of El Niño, there develops an anomalous warming in the central-eastern equatorial Pacific, also with corresponding westerly winds, which steers the MJO path, now in the northern hemisphere, toward the equator, strengthening the MJO signal over the central equatorial Pacific. Consequently, tropical cyclones modulated by the MJO move closer to the equator and farther east, facilitating WWBs. Thus, MJO events with embedded tropical cyclones are crucial for the generation process of WWBs during the onset and development of El Niño.