An accurate identification of the aerodynamic characteristics of vehicles and the bridge is the premise for the coupled vibration analysis of a wind-vehicle-bridge system. At present, the interaction of aerodynamic forces between the road vehicles and bridge is ignored in most previous studies. In the present study, an experimental setup was developed to measure the aerodynamic characteristics of vehicles and the bridge for different cases in a wind tunnel considering the aerodynamic interference. The influence of the wind turbulence, the wind speed, the vehicle interference, and the vehicle position on the aerodynamic coefficients of vehicles, and the influence of vehicles on the static coefficients of the bridge were investigated, based on the experimental results. The variations in the aerodynamic characteristics of vehicles and the bridge were studied and the measured results were validated according to the results of surface pressure measurements on the vehicle and the bridge. The measured results were further validated by comparing the measured results with values derived numerically. The measured results showed that the wind turbulence, the vehicle interference, and the vehicle position significantly affected the aerodynamic coefficients of vehicles. However, the influence of the wind speed on the aerodynamic coefficients of the studied vehicle is small. The static coefficients of the bridge were also significantly influenced by the presence of vehicles.