This paper overviews the contributions to wind engineering made by the late Professor Alan G. Davenport. These include an engineering model of strong wind in the atmospheric boundary layer and its simulation in wind tunnels. His mean and turbulent wind profiles and his spectrum of longitudinal turbulence are known world-wide. He developed the theory of wind buffeting of line-like structures and introduced the gust factor method, which determines the magnitude of the peak wind-induced response, including the effects of wind-induced resonance. Also he has made key contributions to the development of statistical methods which are needed in the prediction of wind loads and wind-induced effects. These include the method of up-crossings, which predicts the probability of exceedance of particular extreme values. Foremost, he will be remembered for the wind tunnel model studies of many of the world's milestone buildings and structures.Professor Davenport's approach to wind loading was to combine its key components in a chain of thought, analogous to a physical chain, whose strength is determined by its weakest link. In recognition of this and his many other achievements, the International Association of Wind Engineering has officially named his approach to wind loading as the “Alan G. Davenport Wind Loading Chain”.