The unsteady wind loading on high-rise buildings has the potential to influence strongly their structural performance in terms of serviceability, habitability and occupant comfort. This paper investigates numerically the flow structures around a canonical high-rise building immersed in an atmospheric boundary layer, using wall-resolved large eddy simulations. The switching between two vortex shedding modes is explored, and the influence of the atmospheric boundary layer on suppressing symmetric vortex shedding is identified. It is shown that the antisymmetric vortex shedding mode is prevalent in the near wake behind the building, with strong coherence between the periodic fluctuations of the building side force and the antisymmetric vortex shedding mode demonstrated. Two feedback control strategies, exploiting this idea, are designed to alleviate the aerodynamic side-force fluctuations, using pressure sensing on just a single building wall. The sensor response to synthetic jet actuation along the two ‘leading edges’ of the building is characterised using system identification. Both the designed linear controller and the least mean square adaptive controller attenuate successfully the side-force fluctuations when implemented in simulations. The linear controller exhibits a better performance, and its effect on the flow field is to delay the formation of dominant vortices and increase the extent of the recirculation region. Feedback control that requires a smaller sensing area is then explored, with a comparable control effect achieved in the attenuation of the unsteady loading. This study could motivate future attempts to understand and control the unsteady loading of a high-rise building exposed to oncoming wind variations.