Structural dynamics usually applies modal transformation rules aimed at de-coupling and/or minimizing the equations of motion. Proper orthogonal decomposition provides mathematical and conceptual tools to define suitable transformed spaces where a multi-variate and/or multi-dimensional random process is represented as a linear combination of one-variate and one-dimensional uncorrelated processes. Double modal transformation is the joint application of modal analysis and proper orthogonal decomposition applied to the loading process. By adopting this method the structural response is expressed as a double series expansion in which structural and loading mode contributions are superimposed. The simultaneous use of the structural modal truncation, the loading modal truncation and the cross-modal orthogonality property leads to efficient solutions that take into account only a few structural and loading modes. In addition the physical mechanisms of the dynamic response are clarified and interpreted.