Wind-vehicle-bridge (WVB) interaction can be regarded as a coupled vibration system. Aerodynamic forces and moment on vehicles and bridge decks play an important role in the vibration analysis of the coupled WVB system. High-speed vehicle motion has certain effects on the aerodynamic characteristics of a vehicle-bridge system under crosswinds, but it is not taken into account in most previous studies. In this study, a new testing system with a moving vehicle model was developed to directly measure the aerodynamic forces and moment on the vehicle and bridge deck when the vehicle model moved on the bridge deck under crosswinds in a large wind tunnel. The testing system, with a total length of 18.0 m, consisted of three main parts: vehicle-bridge model system, motion system and signal measuring system. The wind speed, vehicle speed, test objects and relative position of the vehicle to the bridge deck could be easily altered for different test cases. The aerodynamic forces and moment on the moving vehicle and bridge deck were measured utilizing the new testing system. The effects of the vehicle speed, wind yaw angle, rail track position and vehicle type on the aerodynamic characteristics of the vehicle and bridge deck were investigated. In addition, a data processing method was proposed according to the characteristics of the dynamic testing signals to determine the variations of aerodynamic forces and moment on the moving vehicle and bridge deck. Three-car and single-car models were employed as the moving rail vehicle model and road vehicle model, respectively. The results indicate that the drag and lift coefficients of the vehicle tend to increase with the increase of the vehicle speed and the decrease of the resultant wind yaw angle and that the vehicle speed has more significant effect on the aerodynamic coefficients of the single-car model than on those of the three-car model. This study also reveals that the aerodynamic coefficients of the vehicle and bridge deck are strongly influenced by the rail track positions, while the aerodynamic coefficients of the bridge deck are insensitive to the vehicle speed or resultant wind yaw angle.