The express freight trains are being developed rapidly in China, and they have the characteristics of smaller axle weight and higher velocity compared with the normal freight trains. The running safety of the trains on the bridge is significantly affected by the strong crosswind, which may cause overturning accidents in severe cases. The wind tunnel tests of the express freight train–bridge scale models are conducted in this study to investigate the aerodynamic characteristics of the vehicles when they run on the box girder bridge and the double-deck steel truss bridge. The uniform flow and the atmospheric boundary layer (ABL) flow are constructed respectively to compare the differences of the aerodynamic characteristics under different flow fields. The test results show that the distribution of pressure coefficients on the car body is related to the type of test flow field and bridge, and it is also greatly affected by the running position on the bridge as well as the location of the vehicle in the train. The magnitude of the side force coefficients and the rolling moment coefficients of the vehicle on the steel truss bridge are less than those on the box girder bridge. The influence of the flow field type on the side force coefficients of the middle vehicle is slightly larger than that of the tail vehicle, but it has a low correlation with the type of bridge. When the vehicle is on the windward track of the bridge, the values of power spectral density (PSD) of the side force are larger than those on the leeward track. The results provide data support for the running safety research of the express freight trains and reference for the railway vehicle wind tunnel test method.