Modern tall buildings use lighter construction materials that have high strength and less stiffness and are more flexible. Although this results in the improvement of structural safety, excessive wind-induced excitations could lead to occupant discomfort. The optimal control law of a linear quadratic Gaussian (LQG) controller with an active tuned mass damper (ATMD) is used for reducing the along-wind response of a tall building. ATMD consists of a second mass with optimum parameters for tuning frequency and damping ratio of the tuned mass damper (TMD), under the stationary random load, was used. A fluctuating along-wind load, acting on a tall building, was treated as a stationary Gaussian white noise and was simulated numerically, in the time domain, using the along-wind load spectra proposed by G. Solari in 1993. Using this simulated wind load, it was possible to calculate the along-wind responses of a tall building (with and without the ATMD), using an LQG controller. Comparing the RMS (root mean square) response revealed that the numerically simulated along-wind responses, without ATMD, are a good approximation to the closed form response, and that the reduced responses with ATMD and LQG controller were estimated by varying the values of control design parameters.