In order to obtain the wind pressures on a sail-shaped building, the wind tunnel testing method was employed. The distribution characteristics of mean wind pressure and fluctuating wind pressure on the sail-shaped building were presented, and the causes leading to the distribution were analyzed. The most unfavorable region of the building under different wind azimuths was also investigated for the wind-resistant design of cladding structure. The results have shown that the wind pressure on a sail-shaped building tends to bear press on the windward face and suction on the leeward face, leading to unfavorable wind loading case for the sail-shaped building which has large area with small width. The distributions of mean wind pressure and fluctuating wind pressure on the building are mostly similar, and the fluctuation on the leeward face is usually smaller than that on the side wind zone. When the shape edges of the sail-shaped building are on the side wind direction, strong pneumatic separation will occur, resulting in significant negative wind pressure on the edges.