With the development of steel-structure construction technology in high-rise buildings, the design and construction of high-rise steel structures tend to be complicated. Based on the Zhuhai Tiejian Square project, the fluid-structure coupling calculation analysis and on-site monitoring are carried out in view of the wind load of the high-altitude steel-structure connecting bridge in the hoisting stage of the Zhuhai Tiejian Square project. The main structure of the project is four towers and five high-altitude, small-spacing steel structures connecting the four towers. The lifting process of the third zone is taken as the analysis object, and the hoisting idea of “low-altitude hoisting, overall lifting” is adopted. Because the span of the high-altitude steel-structure connecting bridge is small and the installation height is high, the influence of wind load on the hoisting process cannot be ignored. Therefore, the unidirectional fluid-structure coupling model of the high-altitude small-space steel-structure connecting bridge in the third zone was established by using CFD calculation software ANSYS Fluent 2022 R1, and the corresponding flow field and solid calculation results were obtained and analyzed. The analysis results show that the lifting structure still produces a certain deformation when the wind speed is 5 m/s or 10 m/s, and the calculation results show that the stress calculation results are still within the safe range of steel strength for the sensitivity of the lifting structure under wind load. With the increase of wind speed, the local maximum stress of the structure increases greatly, but the overall deformation remains stable, which indicates that the greatest challenge of hoisting steel structures under wind load may be the stability direction rather than the strength, so it is necessary to strictly monitor the displacement deformation of the structure during construction. Then, through the monitoring of the overall lifting process of the high-altitude, large-span, steel-connected structure of Zhuhai Tiejian Square from pre-lifting to formal lifting, real-time monitoring and data analysis show that the lifting process of the high-altitude steel bridge of Zhuhai Tiejian Square is safe and reliable, the force transformation of each component is reasonable, the lifting process is relatively stable, the external environment has little impact, and the expected monitoring effect has been achieved. The calculation simulation and on-site monitoring in this paper can provide theoretical and practical guidance for the construction safety under the influence of wind load in the construction process of high-altitude steel-structure hoisting, and provide an important reference value for similar projects.