The road–rail dual-use bridge can simultaneously meet the requirements of both the highway and railway transportation owing to its unique bridge type, which makes it environmentally friendly and cost-effective when compared to independent railway and road bridges. This study establishes a dynamic model of a wind-road vehicle–bridge system considering the aerodynamic sheltering effect of trains based on the coupling vibration method of wind-road vehicle–bridge systems. A container truck and a CRH2 high-speed train are considered as the research objectives, and a series of wind tunnel tests are conducted for the train and truck running simultaneously on a road–rail dual-use bridge to determine the effect of the aerodynamic interference of trains on the aerodynamic characteristics and dynamic behavior of vehicles under crosswinds. The entire process of driving the truck through the cable-stayed bridge under crosswinds and the interference of stationary trains is subsequently simulated to generate the time histories of the dynamic displacements of the truck. Consequently, the effect of the stationary trains is separately compared at different locations, such as on the track of the bridge deck and on the truck placed upwind and downwind. Furthermore, the interference effect of stationary trains on the truck placed upwind and downwind is analyzed corresponding to different wind yaw angles. The results demonstrate that the presence of trains on the bridge significantly affects the aerodynamic coefficients and dynamic responses of the truck placed downwind when compared to the truck placed upwind. Additionally, the presence of the trains on the bridge deck has a different effect on the aerodynamic coefficients and dynamic responses of the truck placed downwind. The effect of the trains on the truck at different wind yaw angles presents different patterns of change for different locations of the trains on the bridge deck.