One of the key issues in architectural design and regional planning is to create a safe and comfortable outdoor building environment, which calls for more studies. Wind tunnel experiments and computational fluid dynamic (CFD) simulations are the primary methods for the current studies. The airflow and boundary conditions are controllable for the wind tunnel experiment, and the data is reliable. In most wind tunnel platforms, spires and roughness elements are applied to create the gradient wind of the atmospheric boundary layer, leading to the oversized, high construction cost, and complex operation. In this paper, in order to explore a simple method for measuring and studying the outdoor building wind environment using wind tunnels, a compact wind tunnel platform adopting grids with unequal spacing was designed and tested, based on the theoretical model of the atmospheric boundary layer. A comparison between the test results and the theoretical values indicated that this new wind tunnel platform could achieve a gradient wind field and is accessible in applying low-speed wind tunnels to the measurement and research of the building wind environment. The application case in a high-rise building of the central business district (CBD) region in Beijing, was presented in this paper. Compared with another analytical method, the CFD simulation, the compact wind tunnel revealed its applicability that could be used for predicting and evaluating the outdoor wind environment around the building. This compact wind tunnel is more flexible and convenient than the traditional ones, with a smaller size, easier construction and operation, and lower costs. Therefore, we suggest more applications of this compact wind tunnel platform in future experimental studies of outdoor wind environments.