Recent measurements of the wind field during extreme wind events (tropical and extratropical storms) indicate that the wind speed fluctuations exhibit strong non-stationary features echoing similar observations reported at other locations. In this study, the wind data of Typhoon Damrey recorded by the Structural Health Monitoring System (SHMS) at the Sutong Bridge were analyzed to examine the non-stationary features. Following stationarity test, the wind data were analyzed by both the stationary and non-stationary wind speed models utilizing conventional time- or frequency-domain as well from the time–frequency perspective. Wind characteristics, e.g., the mean wind speed, turbulence intensity, gust factor and power spectral density including the evolutionary power spectral density (EPSD) of the wind were evaluated. The EPSD, which represents the distribution of the local turbulent energy in both time and frequency domains, was estimated using a wavelet-based scheme. The results of this study exhibit strong non-stationary characteristics in the measured wind data at the Sutong Bridge site. The findings of the data at the Sutong Bridge in the tropical storm reaffirm results from earlier studies and emphasize the need to incorporate non-stationary features of winds in the analysis and design of bridges from aerodynamic view point.