A finite element method of space vibration analysis of the time-dependent system of long span suspension bridge and train under wind load is put forward in this paper. The correlation coefficient of wind along long span bridge is taken into account to simulate the wind speed curve in every point along the bridge. The matrix of space vibration equations of the time-dependent system of train and bridge are assembled by the principle of “Sit in the right place”. We calculate and analyze the critical wind speed of the train both from aspects of safety and riding comfort. Taking into account the effect of rail irregularity, wind action and various kind of nonlinear factor etc, we made a detailed vibration analysis for the system of bridge and train, and obtained the warning wind speed and bridge-closed wind speed when trains running on the bride.