A numerical simultaneous solution involving a linear elastic model was applied to study the fluid-structure interaction (FSI) of membrane structures under wind actions, i.e., formulating the fluid-structure system with a single equation system and solving it simultaneously. The linear elastic model was applied to managing the data transfer at the fluid and structure interface. The monolithic equation of the FSI system was formulated by means of variational forms of equations for the fluid, structure and linear elastic model, and was solved by the Newton-Raphson method. Computation procedures of the proposed simultaneous solution are presented. It was applied to computation of flow around an elastic cylinder and a typical FSI problem to verify the validity and accuracy of the method. Then fluid-structure interaction analyses of a saddle membrane structure under wind actions for three typical cases were performed with the method. Wind pressure, wind-induced responses, displacement power spectra, aerodynamic damping and added mass of the membrane structure were computed and analyzed.