The mechanism of dynamic instability of large span spatial structures under high wind speed should be studied carefully, but it has seldom been done before. In this paper, a double-layer cylindrical reticulated shell under a typical wind flow is taken as an example to study the dynamic instability of large span spatial structures under wind flows. The interaction of the shell and the flow is ignored and unsteady wind forces on the shell are obtained from wind tunnel tests. The dynamic instability status of the shell is determined by the Budiansky-Roth criterion. The results show that the double-layer cylindrical reticulated shell will become dynamically instable under high wind speed.