Trains running on a bridge face more significant safety risks. Based on the Unsteady Reynolds-Averaged Navier–Stokes turbulence model, a three-dimensional Computational Fluid Dynamics computational model of the train–bridge–wind barrier was proposed in this study to measure the transient aerodynamic load of the train. The transient aerodynamic load was input into the wind–train–bridge coupling dynamic system to perform dynamic analysis of running safety. Significant fluctuations in the aerodynamic coefficients were found when the train entered and exited the wind barrier due to the dramatic change in flow pattern. The maximum value of the derailment coefficient decreased with the height of wind barriers, which hardly affected the wheel load reduction rate. The 2 m high wind barrier had no evident influence on the running posture of a general high-speed train, while the 4 m high wind barrier was proven to have better protection. Over-protection was found with an even higher wind barrier.