This paper investigates the correlation of wind characteristics monitored on a cable-stayed bridge. Total five anemoscopes are implemented into the bridge. Two out of 5 anemoscopes in inflow and two out of 5 anemoscopes in wake-flow along the longitudinal direction of the bridge are installed. Four anemoscopes are respectively distributed at two cross-sections. Another anemoscope is installed at the top of the tower. The correlation of mean wind speed and direction, power spectral density, the turbulent intensity and integral length of wind in flow at two cross-sections are investigated. In addition, considering the non-stationary characteristics of wind, the spatial correlation in time-frequency is analyzed using wavelet transform and different phenomenon from those obtained through FFT is observed. The time-frequency analysis further indicates that intermittence, coherence structures and self-similar structures are distinctly observed from fluctuant wind. The flow characteristics around the bridge deck at two positions are also investigated using the field measurement. The results indicate that the mean wind speed decrease when the flow passing through the deck, but the turbulence intensity become much larger and the turbulence integral lengths become much smaller compared with those of inflow. The relationship of RMS (root mean square) of wake-flow and the mean wind speed of inflow is approximately linear. The special structures of wake-flow in time-frequency domain are also analyzed using wavelet transform, which aids to reveal the forming process of wake-flow.