Sting support is an important equipment in wind tunnel test and is also vulnerable to resonance under the influence of wind flow, which will reduce the accuracy of test data and even pose a hazard to the wind tunnel. To address the vibration problem, an innovative magnetorheological sting support (MRSS) was proposed in this paper. Specifically, the vibration reduction mechanism was explained by using a combination of Euler-Bernoulli beam and Kelvin-Voigt element. Furthermore, the relationship between the stiffness and damping of the magnetorheological damper (MRD) and the natural frequency (NF) and damping ratio (DR) characteristics of the MRSS was illustrated. To provide controllable damping and stiffness for the support system, an MRD with annular squeeze mode was designed, taking into account various factors such as low influence on wind flow, sting shape, and magnetic circuit requirements, and was also optimized by considering target magnetic field and low power consumption as the objectives. Tests on the manufactured MRD demonstrate the effectiveness of the structure design and optimization. Also, the response time characteristic satisfies the system vibration control. Subsequently, the controllability and superior fail-safe property of MRSS were verified through laboratory and wind tunnel tests. Finally, an on–off control logic was developed, and real-time vibration control tests were conducted in various impulse excitation, the resonance peak was significant attenuated by 27.1 dB. Additionally, the resonance peak was attenuated by 17.6 dB in the passive state. The experimental results showed that the MRSS was able to suppress the vibration with efficiency and reliability.