In this paper, the wind-induced responses of the Shanghai World Financial Center (SWFC) under Super Typhoon Lekima are measured using the health monitoring system. Based on the measurements, the characteristics of vibration, including probability density distribution of accelerations, power spectra, and mode shapes are studied. The curve method and the standard deviation method are used to analyze the relationship of the first- and second-order natural frequencies and damping ratios with amplitudes and the mean wind speed. The results show the following: (1) The structural wind-induced responses in the X and Y directions have high consistencies, and the vibration signals exhibit a peak state; moreover, response amplitudes and acceleration signals disperse when the floor height increases. (2) The first- and second-order natural frequencies in the X and Y directions decrease with the increasing amplitudes and are negatively correlated with mean wind speed; the maximum decrease in natural frequency is 5.794%. The first- and second-order damping ratios in the X and Y directions increase with the increasing amplitudes and are positively correlated with the mean wind speed; the maximum increase in damping ratio is 95.7%. (3) The curve method and the standard deviation method are similar in identifying dynamic characteristic parameters, but the discreteness of the natural frequencies obtained by the curve method is lesser. (4) Under excitations of various typhoons, the mode shapes of SWFC are basically the same, and the mode shapes in the X and Y directions increase with the height and have nonlinearity.