The inverse pseudo excitation method is used in the identification of random loadings. For structures subjected to stationary random excitations, the power spectral density matrices of such loadings are identified experimentally. The identification is based on the measured acceleration responses and the structural frequency response functions. Numerical simulation is used in the optimal selection of sensor locations. The proposed method has been successfully applied to the loading identification experiments of three structural models, two uniform steel cantilever beams and a four-story plastic glass frame, subjected to uncorrelated or partially correlated random excitations. The identified loadings agree quite well with actual excitations. It is proved that the proposed method is quite accurate and efficient in addition to its ability to alleviate the ill conditioning of the structural frequency response functions.