The wind load is a major load on tall buildings from side directions. It is of considerable necessity to building engineering that the static and dynamic wind load and the dynamic wind response can be achieved accurately. Therefore, the model of a tall building in Chongqing is made and tested in wind tunnel by using the high frequency balance used widely home and abroad at present. The characteristics of wind load are studied. This paper gives the coefficients of base force of the building produced by wind load in different wind directions, and offers reference for wind-resistant design of the building.