In the transmitter of a quantum key distribution (QKD) system, a dense wavelength-division multiplexer (DWDM) is typically used to combine quantum and synchronization signals and is directly connected to the quantum channel. As a result, it becomes the first optical component exposed to laser-injection attacks. Therefore, understanding the behavior of DWDMs under such attacks is essential for assessing the practical security of QKD systems. In this work, we systematically investigate the characteristics of DWDMs under high-power laser illumination. Our experimental results show that certain DWDM samples exhibit pronounced changes in their spectral features once the injected laser power surpasses a specific threshold. Taking the Trojan-horse attack as an illustrative example, we further perform a theoretical analysis of the resulting spectral side channel and show that it can reduce the maximum secure transmission distance to below 66.9% of its original value. By combining experimental observations with theoretical modeling, this study advances the understanding of the influence of DWDMs on the practical security of QKD systems.