The membrane structure is sensitive to wind load, and severe vibration displacement will occur under wind load. At the same time, the wind resistance design of the membrane structure lacks the support and guarantee of the reliability theory. The random vibration model and reliability theory of membrane structure under wind load can provide reference for the wind resistance design of membrane structure. Firstly, the skeleton supported saddle membrane structure is taken as the research object. Based on Von Karman's large deflection theory and potential flow theory, a theoretical model of random vibration under wind load is established. The approximate theoretical formula of wind-induced dynamic response is obtained by KBM perturbation method combined with MATLAB software. Then, according to the displacement first-passage failure criterion, the reliability performance function of the skeleton supported saddle membrane structure is established, and the reliability index and failure probability are obtained by the first-order second-moment method. Secondly, the wind tunnel test of the skeleton supported saddle membrane structure is carried out, and the vibration law of each point on the membrane is analyzed from the perspective of flow velocity and pressure. Finally, the relative phase difference is introduced to compare the theoretical results with the experimental results, and the sensitivity analysis of the parameters affecting the reliability is carried out. The results show that the theoretical results are in good agreement with the experimental results. The rise-span ratio, pretension and wind speed all have a certain influence on the reliability of membrane structure. However, from the trend of failure probability, it can be seen that the rise-span ratio has a more significant influence on the reliability of membrane structure than other variables.