The action of wind pressures is a major consideration in the design of cladding and its connections to building structures. Non-Gaussian environmental loads often may appropriately be reduced to Gaussian loads through the central limit theorem, e.g., integral loads on a building under wind loads. However, for the design load of cladding and its connections to building structures the Gaussian assumption is not valid and loads remain non-Gaussian, especially in separated flow regions. When the loads differ significantly from Gaussian distribution, they may lead to increase expected damage. In this study, the wind-induced high-cycle fatigue damage of a cladding fastener subjected to non-Gaussian local wind pressures and corresponding simulated Gaussian local wind pressures is estimated by using the rainflow cycle counting method and Miner’s rule. The fatigue damage is compared with each other in order to investigate the influence of non-Gaussian local wind pressures on the fatigue damage of a cladding fastener on the side face of a tall building.