Owing to the characteristics of the Jack-up drilling unit, the environment loads are important factors to the structure safety of jack-up. The wind load takes up a much larger proportion in structure analysis, and it has been now paid more and more attention in the field of offshore engineering. According to the MODU rule, the projected area method is used to calculate wind load. The height coefficient Ch and shape coefficient Cs are chosen by experience listed in MODU rule. However, the aerodynamic interference between platform components, such as wind shielding effects and acceleration flow effects are ignored. So the calculation results in accordance with MODU rule are conservative, and not good for structure optimization designing to some degree. Therefore, the wind tunnel experiment is very important and necessary. In this paper, a 400ft jack-up, which is developed by CIMC, is studied as an example. Considering the Reynolds number effects, the wind loads of jack-up both in normal drilling condition and severe storm condition are obtained in the experiment. Compared with the results, which are calculated according to MODU rule, it indicates that the experiment results are less, and the effect of aerodynamic interference and updraft can’t be ignored.