In recent years, aluminum alloy has been increasingly used in building structures, becoming an important construction material for metal structures. Currently, aluminum alloy is commonly used in buildings as beam–column components, profiled roof panels, and door and window frames, among other forms. However, there is limited research on the mechanical properties of aluminum alloy roof panels with irregular curved surfaces. In this study, a full-scale curved double-layer anisotropic riveted aluminum alloy roof panel was subjected to a load test to analyze its deformation patterns and failure mechanisms. The results indicate that the load-bearing capacity of the roof panel meets the design requirements. During failure, neither the upper nor lower layers of the panel enter the plastic deformation stage, indicating sufficient safety redundancy. The failure mode observed is a ductile failure with noticeable deformation with the weak points of the component being the riveted connections of the stiffeners. A finite element model was established for numerical simulation and the results matched well with the experimental data. Finally, a theoretical calculation for the ultimate load-bearing capacity of the roof panel was derived, providing a reference for design purposes.