Compared to traditional textile composites, the coated fabric used in fabric membrane structures is much more flexible. Its macroscopic mechanical behavior is highly nonlinear, anisotropic, and shows stress ratio dependence during the loading process. The main reason is that the yarns within the coated fabric are not completely solidified, and there is a significant crimp interchange process in the yarns under load. This paper proposes a novel mesoscopic finite element (FE) model to predict the nonlinear orthotropic mechanical behavior of PTFE-coated fabric using the virtual fiber method (VFM). By comparing with experimental data, it is shown that the virtual fiber defined by the truss element can visually and effectively simulate the mechanical behavior of the internal fibers and reflect the crimp interchange process between two-way yarns. Combined with PBCs, it can effectively predict the uniaxial and biaxial tensile behaviors of the PTFE-coated fabric. Moreover, a new multi-scale model suitable for structural scale analysis of fabric membrane structures has been attempted by combining the direct FE2 (D-FE2) method with the proposed mesoscopic FE model. Local deformation mechanisms and macro response of fabric membrane structures can be observed simultaneously from these analyses, which provide a better understanding of the mechanical behavior of the fabric membrane structures.