A large-scale radio astronomical telescope is a typical complex coupled system, consisting of a feed cabin, cables, and supporting structures. The system is extremely sensitive to wind loads, especially the feed cabin, which has high requirements for vibration displacement during operation, and excessive vibration may affect normal operation. To investigate the wind-induced vibration characteristics of such coupled systems, this study takes the Five-hundred-meter Aperture Spherical Radio Telescope (FAST) as an example to conduct research. First, a refined finite element model of FAST is established, and a dynamic analysis using simulated random wind loads is conducted. The influence of the cable boundary on the time–frequency domain responses of the feed cabin is particularly considered. Then, the gust response factor (GRF) for different structural components within the coupled system is calculated. Finally, the evolution law of the GRF under various wind speeds and directions is revealed by parametric analysis. The parameter analysis only considers the wind directions ranging from 0° to 60°, because FAST is a symmetric structure. The results indicate that obvious differences are observed in both the rotational and translational displacements of the feed cabin under northward wind, especially the results along the east–west axis. When the supporting towers are considered, there is no change in the power spectral density (PSD) of the feed cabin in the low-frequency range. However, in the high-frequency range, taking the supporting towers into account leads to an increase in PSD and a resonance near the first-order natural frequency of the supporting tower. The GRF based on the dynamic response exhibits substantial deviations compared to those obtained from design codes, highlighting the need for an independent analysis when determining GRF for such coupled systems.