The method of non-stationary signal analysis is a major issue in the field of signal analysis. Taking the signal of non-stationary wind pressure and lift coefficient obtained from wind tunnel experiment as research objects, time frequency analysis of the signal was presented by the method of HHT. Based on the method of HHT, the meaningful instantaneous frequency was obtained, as well as exact expression of frequency which changes with time; signal was finally expressed as the energy distribution in the time frequency plane as Hilbert spectral; this method can be applied to analyzing a large amount of nonlinear and non-stationary signals whose frequency change with time, and complex signal can be decomposed into a number of intrinsic mode functions from high- to low-frequency. However, analysis results do not show significant characteristics of special distribution, it is different from previous intrinsic mode function extracted by HHT; if intrinsic mode extracted from non-stationary signal obtained in this experiment is residual signal in the low-frequency part and high frequency signal is neglected, the curve of residual signal of time history of wind pressure and lift coefficient can regress a linear function and a sine function separately. It also shows that the components of this non-stationary signal are mostly stationary signal, and the time history of non-stationary signal can be analyzed by the method of stationary signal analysis.