The leakage loss between the high-pressure port of a dual-port gas wave refrigerator and the wave rotor channel is investigated, with emphasis on the associated flow characteristics and underlying leakage mechanisms. This leakage not only leads to energy dissipation but also adversely affects the cooling efficiency of the entire system, highlighting the importance of understanding and mitigating such losses. In this work, a novel nozzle baffle configuration incorporating a sealing structure is proposed, aiming to reduce high-pressure gas leakage and improve the overall thermal performance of the gas wave refrigerator. A comprehensive numerical and experimental analysis is conducted to evaluate the influence of the baffle-rotor gap on leakage behavior. The results reveal that the clearance between the sealing baffle and the rotor plays a crucial role in determining the magnitude of leakage loss. Specifically, the introduction of a labyrinth-type sealing structure proves to be effective in impeding the undesired flow of high-pressure gas into the low-temperature expansion region, thereby significantly enhancing the cooling capability of the device. Moreover, the sealing performance is found to degrade with increasing expansion ratio and rotor speed, due to the intensification of internal pressure differentials and flow turbulence. The isentropic efficiency of the system exhibits a non-monotonic variation-rising initially and then declining—with respect to both the expansion ratio and rotational speed. Quantitatively, the application of the sealing structure leads to a maximum improvement in cooling efficiency of 2.4%, and up to 2.3% at the optimal design speed of 2500 r/min. These findings provide theoretical and practical insights into the structural optimization of gas wave refrigeration systems, and demonstrate the critical role of precision-designed sealing features in improving performance.