Guyed mast structures exhibit characteristics such as high flexibility, low mass, small damping ratio, and large aspect ratio, leading to a complex wind-induced vibration response mechanism. This study analyzed the time- and frequency-domain characteristics of the wind-induced response of a guyed mast structure using measured acceleration response data obtained from the Shenzhen Meteorological Gradient Tower (SZMGT). Firstly, 734 sets of 1-hour acceleration samples measured from 0:00 October 1, 2021, to 0:00 November 1, 2021, were selected to study the vibration shapes of the mast and the characteristics of the generalized extreme value (GEV) distribution. Secondly, six sets of typical samples with different vibration intensities were further selected to explore the Gaussian property and modal parameter characteristics of the mast. Finally, the modal parameters of the SZMGT are identified and the identification results are verified by finite element analysis. The findings revealed that the guyed mast vibration shape exhibits remarkable diversity, which increases nonlinearly along the height in most cases and reaches a maximum at the top of the tower. Moreover, the GEV distribution characteristics of the 734 sets of samples are closer to the Weibull distribution. The probability distribution of the structural wind vibration response under strong wind is in good agreement with the Gaussian distribution. The structural response of the mast under wind loading exhibits multiple modes. As the structural response escalates, the first three orders of modal energy in the tower display a gradual increase in proportion.