Wind load is the critical load applied to cable-membrane roof structures because of the special properties such as light weight, large flexibility, and small damping. In design of cable-membrane structures, the dynamic coefficient is a major parameter for determination of the wind load. In this paper, the wind-induced response statistics and the dynamic coefficients are firstly defined, then a new method that the nonlinear finite element analysis combines with the artificial neural network technique is proposed to find the relations between dynamic coefficient with the mean wind velocity and with the structural prestresses. A large scale cable-membrane roof structure is taken for example to show the validity of the proposed method. The rules of variation of dynamic coefficients with mean wind velocity and with the structural prestresses are obtained, which provide a scientific basis for wind-resistant design of cable-membrane structures.