Winona is a city in Montgomery County, Mississippi, United States. The population was 5,482 at the 2000 census. The name of the city comes from a Sioux word meaning "first-born daughter. " It is the county seat of Montgomery County. Winona is known in the local area as "The Crossroads of North Mississippi" due to its central location at the intersection of U.S. Interstate 55 and U.S. Highways 51 and 82.