The most common used control device on tall buildings and high-rise structures is active and passive tuned mass damper (ATMD and TMD). The major advantages of ATMD and TMD are discussed. The existing installations of various passive/active control devices on real structures are listed. A set of parameter optimization methods is proposed to determine optimal parameters of passive tuned mass dampers under wind excitation. Simplified formulas for determining the optimal parameters are proposed so that the design of a TMD can be carried out easily. Optimal design of wind-induced vibration control of frame structures is investigated. A thirty-story tall building is used as an example to demonstrate the procedure and to verify the efficiency of ATMD and TMD with the optimal parameters.