Although the interference effect of an equally high or higher building has been examined extensively, the interference effect of a short building in close proximity on the wind pressure of a high-rise building has not yet been investigated comprehensively and thoroughly. In view of the fact that a newly built wind-sensitive high-rise building is more likely to be close to neighboring shorter buildings, this research focuses on wind loads of a square high-rise building under the interference effect of a short building in close proximity. Wind pressure on the principal square building model is measured by wind tunnel test for a series of cases of interfering buildings with different heights and gap distances. In addition, computational fluid dynamics simulation is conducted for a few typical cases. Characteristics of wind flow and pressure on the principal building are then discussed in detail for three typical interfering configurations to uncover the mechanism of interference effect of a short building. Although a short interfering building in many cases tends to decrease wind loads on the high-rise building, especially for the dynamic component of wind loads, the interfering effect from a short building could induce damage to cladding structures from the increased tension caused by the asymmetrical wind pressure, channeling effect, and the wind-over-top flow over the short interfering building.