In-service bridge structural performance analysis and prediction are usually complicated and challenging because of many unknown and uncertain factors. Contrary to the traditional structural appearance inspections and load tests, structural health monitoring (SHM) can provide a perspective for online analysis, prediction, and early warning. So far, SHM has been widely used in many bridge structures, and a lot of bridge SHM data have also been collected. However, the existing studies usually focus on some independent and unsystematic analysis methods, which are hard to use widely in engineering applications to reveal the overall structural performance. This study focuses on the structural performance analysis and prediction of the highway in-service bridge. The dynamic problems in bridge SHM are pointed out firstly, followed by a detailed analysis about the characteristics of bridge SHM data. With the consideration of different characteristics, three targeted analysis methods are proposed. An urban concrete-filled steel tube (CFST) truss girder bridge (opened to traffic in 1995) is also presented, which once experienced some prominent vibration problems. The bridge SHM system is designed and stalled after several appearance inspections, load tests, and some reinforcement measures. The data mining methods proposed (distribution function, association analysis, and time-series analysis) are employed for the analysis and prediction of structural response and deterioration extent. This study can provide some references for maintenance and management and can also build a foundation for further online analysis and early warning.