Rack-supported warehouses (RSWs) represent a modern typology of storage racks. In this system, cladding panel weight and corresponding applied loads, such as wind or snow load, are supported by storage racks, in addition to pallet load and seismic action. While this structural system allows for reducing the amount of structural steel, the uprights and beams, composing each rack, are directly exposed to the wind during the earliest erection phases. This load condition may govern the design of the uprights or that of temporary bracings. Wind load estimation requires the knowledge of the aerodynamic coefficients of each structural member section, for any angles of wind incidence. Unlike any common structural steelwork section, no data are available in the literature for RSW member sections. The current work represents a first step to cover this lack in the literature by reporting the results of an extensive wind tunnel campaign carried out on several portions of uprights and beams commonly designed and produced for RSWs. The results highlight the need for wind tunnel tests on RSW member sections when producers can no longer afford an overestimation of the wind load. In addition, conservative values of the aerodynamic coefficients are provided for preliminary wind load estimations or temporary bracings design. Empirical relationships for the aerodynamic coefficients, changing with equivalent side ratio, are also reported. Finally, design recommendations are provided by highlighting a critical structural configuration during the early erection phases of RSWs that govern the design of the uprights or temporary bracings. A worked example is then developed to clarify the application of the present results in the definition of wind loads.