The　random　vibration　of　saddle　membrane　structures　under　wind　load　is　studied　theoretically　and　experimentally.　First,　the　nonlinear　random　vibration　differential　equations　of　saddle　membrane　structures　under　wind　loads　are　established　based　on　von　Karman＇s　large　deflection　theory,　thin　shell　theory　and　potential　flow　theory.　The　probabilistic　density　function　(PDF)　and　its　corresponding　statistical　parameters　of　the　displacement　response　of　membrane　structure　are　obtained　by　using　the　diffusion　process　theory　and　the　Fokker　Planck　Kolmogorov　equation　method　(FPK)　to　solve　the　equation.　Furthermore,　a　wind　tunnel　test　is　carried　out　to　obtain　the　displacement　time　history　data　of　the　test　model　under　wind　load,　and　the　statistical　characteristics　of　the　displacement　time　history　of　the　prototype　model　are　obtained　by　similarity　theory　and　probability　statistics　method.　Finally,　the　rationality　of　the　theoretical　model　is　verified　by　comparing　the　experimental　model　with　the　theoretical　model.　The　results　show　that　the　theoretical　model　agrees　with　the　experimental　model,　and　the　random　vibration　response　can　be　effectively　reduced　by　increasing　the　initial　pretension　force　and　the　rise-span　ratio　within　a　certain　range.　The　research　methods　can　provide　a　theoretical　reference　for　the　random　vibration　of　the　membrane　structure,　and　also　be　the　foundation　of　structural　reliability　of　membrane　structure　based　on　wind-induced　response.