To predict and explore the return period wind speed distribution in Beijing urban area, based on the short-term measured wind speed record, the measured independent storm peak samples are extracted and the Monte–Carlo numerical simulation method is used to randomly generate pseudo-independent storm peak samples with the same distribution as the independent storm peak samples. In addition, the appropriate threshold is used to select and extract the over-threshold independent storm peak samples from the measured samples. And, then, the return period wind speed of the whole wind direction is predicted. Further, the traditional Cook method is used to predict and analyze the return period wind speed of each wind direction according to the measured wind speed data. The results show that the return period wind speed prediction results of the whole wind direction corresponding to the simulated pseudo samples and the measured over-threshold samples are basically close to each other, and the maximum relative deviation is less than 7%. The mean relative deviation of the return period wind speed prediction results is about 10.6% between each wind direction and the whole wind direction, and the mean relative deviation is about 9.4% between the RPWS prediction result of each wind direction and the design value of the code. In addition, the return period wind speed prediction values of the west by southwest, northwest and north by northeast wind directions exceed the design value of the code, while the predicted values of the other wind directions are within the envelope range of the design value of the code. Finally, the research content of this paper can provide some reference for the wind resistance design analysis of building structures in Beijing area.