A significant airflow acceleration effect generated by canyon terrain and the bridge poses a serious threat to the safety of train operation in the canyon wind zone. The scale-resolving hybrid turbulence model and overset mesh technology have been employed to investigate the aerodynamic performance of the train traversing a tunnel–bridge–tunnel infrastructure under the canyon wind. Meanwhile, the mechanism of aerodynamic load variation is explored in combination with the characteristics of wind field distribution. The results indicate that the wind speed reaching the windward track of the bridge is about twice the wind speed of far-field inflow. The air within both tunnels will be sucked toward the center of the canyon. The accelerated flow area outside the tunnel portal leads to sudden changes in the lateral force and overturning moment of the train, with the most significant occurring in the head car. The peak of the lateral force and overturning moment coefficients are the highest at wind angles of approximately 60° and 120°, while smaller at 90°, exhibiting an overall approximate “M-shaped” variation pattern. The peak of the sudden change in lift coefficient is later than that of the lateral force coefficient, indicating a lag phenomenon. The direction of vortex shedding is roughly the same as the direction of the composite velocity of train-induced wind and canyon wind, except at the tunnel portal. The research results can provide a reference for the safety of train operation and the design of wind barrier facilities in canyon areas.