The aeroelastic wind tunnel testing of flexible roofs made of hyperbolic paraboloid cable nets is a challenging task for designers and researchers, with very limited documented experiences in the literature. The reduced-scale model construction and its dynamic identification are the main issues to address when approaching this problem, mainly because of (i) the very small mass of the roof, (ii) the strict aeroelastic criteria to satisfy and (iii) a large number of very closely spaced significant natural frequencies. To suggest an approach to follow to investigate the wind—structure interaction for this structural typology, this paper discusses the aeroelastic scaling, the aeroelastic model construction, the dynamic modal identification and the FEM predictive numerical modelling of hyperbolic paraboloid roofs (HPRs) with square, rectangular and circular plan shapes and two different curvatures. Modal identification is especially challenging due to the presence of several closely spaced modes and it is here tackled by different methods such as Welch’s method, random decrement technique (RDT), Empirical mode decomposition with a time-varying filter (TVF-EMD) and frequency domain decomposition method (FDD). The satisfying accuracy of the aeroelastic scaling has been verified by comparing the wind-induced vertical displacements of the prototypes against those of the experimental models. Furthermore, an extensive qualitative investigation of the natural mode shapes has been carried out revealing that test models reproduce most of the prototype modes.