The joint distribution of wind speed and direction is one of basic characters of wind load, the distribution function at the location of building have to be acquired before structural wind resistance reliability analysis. In this paper, the joint probability distribution function was further studied based on previous references. An analytical method of joint probability density function of wind speed and wind direction from extreme value sample is proposed in this paper. By using this method, the probability distribution feature of any wind direction can be easily calculated which is of great benefits for safety and reliability analysis of wind-resistant structures. Then the joint probability of wind speed and direction near a civil structure was derived on the basis of datum sampled from weather station on the assumption that the wind direction and gradient wind speed of the weather station is same as that at location of the civil building. The data of wind speed and corresponding direction from Shanghai Baoshan weather stations were analysed as a case according to the method discussed in this paper. The conclusions in this paper is useful for analysis of reliability of structural wind resistance.