Severe typhoon generates violent aerodynamic excitation on coastal cities and they can induce destructive effects on the civil infrastructures. This chapter aims at investigating the wind characteristics of severe typhoon and the corresponding windinduced effects on reinforced concrete building. For this purpose, full-scale monitoring on a 64.70m height reinforced concrete building was conducted during the passage of severe typhoon. An ultrasonic anemometer and geophone-based accelerometers were installed on the building to capture continuous measurements including the wind velocity and structural response. The measurements are utilized to identify the wind characteristic properties and evaluate the wind-induced structural effects. The analysis is carried out by employing the Bayesian probabilistic framework. Exploiting the full advantages of Bayesian inference, not only the optimal values of the concerned parameters can be estimated but the associated estimation uncertainty can also be quantified in the form of probabilistic distribution. Consequently, abnormal changes of the estimates can be distinguished explicitly from the variation due to statistical noise. The result provides a reliable basis for the understanding of the features of severe typhoons and diagnosing possible structural damage.