The safety of the high-speed train traveling through the stationary thunderstorm downburst wind was studied. First, a thunderstorm wind test device was used to simulate the stationary thunderstorm downburst wind. Based on the rigid model pressure measurement tests, the aerodynamic forces of the train traveling along different paths through the stationary thunderstorm downburst wind were measured. The influence of the radial distance of the crossing path on the aerodynamic force coefficients of the train was investigated. On this basis, an unsteady aerodynamic model of the high-speed train crossing through the stationary thunderstorm downburst wind was established, and dynamic response analysis was carried out using the SIMPACK multibody dynamics simulation software to explore further the safety of the high-speed train crossing through the stationary thunderstorm downburst wind. The research showed that the stationary thunderstorm downburst wind field has significant spatial variation characteristics compared with the atmospheric boundary layer wind field. When the train passes through the thunderstorm downburst wind, the radial wind speed and wind yaw angle experienced by the train constantly change, and the change curve shows a symmetrical distribution. The aerodynamic force of the train will undergo sudden loading and unloading processes, and the lateral force coefficient of the train on different paths shows a “pulse-type” variation. Moreover, the lateral force coefficient increases with the increase of wind yaw angle. Under the influence of the thunderstorm downburst wind, the variation trend of the aerodynamic force coefficients of the train is consistent with that under crosswind. However, there are significant differences in the numerical values. Therefore, it is impossible to simply use the formula for calculating the aerodynamic force coefficients of the train under crosswinds to predict the aerodynamic force coefficients of the train under the thunderstorm downburst wind. While passing through the thunderstorm downburst wind, the overturning coefficient index plays a decisive role in the safety of train operations. Train rollover is the main form of train safety accidents, while derailment accidents are not easy. The numerical results obtained in this study are significant for evaluating the operational safety while moving trains traversing the stationary thunderstorm downburst wind.