Unsteady aerodynamic loads have a significant influence on the running safety of a train in crosswinds. Full-scale tests were carried out to measure the pressure on a fast streamlined train in crosswinds, and the unsteady aerodynamic loads were obtained by the discrete integration of the pressure to assess the influence of different crosswinds on the loads. The maximum wind speed was 34.0 m/s in the full-scale tests, and the maximum turbulence intensity was 0.202. The means and fluctuations of the side force coefficient, lift coefficient, and rolling moment coefficient around the lee rail at different yaw angles were studied. The means first increased and then decreased with the increase in the yaw angle, and the maximum values occurred in the range of 54.5°–59.6°. The coefficients of variation of the aerodynamic load coefficients were approximately twice the turbulence intensity, which indicated that the fluctuations of the aerodynamic load coefficients were due to the oscillations of the wind speed. For the frequency characteristics of the aerodynamic load coefficients, the most dominant frequencies were at Strouhal numbers of 0–0.4.