For the estimation of along-wind structural responses, the information is required on the spatial correlation of wind pressures between any two points on a super tall building. The full-scale measurements of wind-induced pressures are necessary approach to analyze the coherence of wind pressures on wall faces of a building. It is known that the wavelet transform provides a powerful tool to analyze the coherence of nonstationary wind pressures. In order to obtain the coherence information between wind-induced pressures, wind field full-scale measurements have been accomplished on a super tall building. The coherence between wind pressures, with and without considerations of spurious coherence, respectively, is analyzed by using the wavelet transform. Likewise the coherence of wind-induced pressure fluctuations is compared with that of wind velocity fluctuations derived in accordance with an experiential formula. The comparative results demonstrate that in lower frequency domain, the coherence of wind velocity fluctuations is higher than that of wind-induced pressure fluctuations between any two points on a super tall building; and vice versa.