A number of methods for assessing wind-induced vibration of structures are available ranging from simplified procedure using quasi-static methods to the detailed procedure using statistical methods. The appropriate procedure should be selected in accordance with wind sensitivity of structures. However, it still remains unresolved concerning how to provide a universal criterion with physically meaningful and convenient for the concept of the wind sensitivity until now. In order to solve the previous problem of how to distinguish between those structures for which the wind effects can be treated by simplified procedure, and those for which the wind effects must be treated by detailed procedure, a concept of sensitivity for wind-resistance is presented in this paper. The essential idea of this theory is to provide a general expression of wind sensitivity of structures by synthesizing three factors between wind load and the structure, including the size-effect factor, frequency-effect factor and mode-effect factor, which are based on the analytical derivation and take duly into account the influence of all the significant parameters for the response. Based on that, two case studies of cantilevered roof and single-layer reticulated shell structures under wind actions are demonstrated as illustrative examples.