Due to the requirements of storage capacity, craft and environmental protection, the cylindrical structure coal sheds are often paired and have various openings at both ends and sides. The effects of the interference between the-coal sheds and the openings on wind loads are still unclear. The rigid pressure-testing is carried out in wind tunnel. The effects of the openings at both ends and sides and the distances between two sheds on the wind loads are studied. By comparing integral force coefficients, pressure coefficients and fluctuating wind pressure coefficient distribution, the wind load and its mechanism at various wind direction, openings and the distances are also discussed. The results show that semi-closed ends can effectively reduce the overall wind loads on the structure and the value of fluctuating wind pressure coefficient is decreased. The wind distribute smoothly and the fluctuating wind pressure is reduced on both sides of the opening rate of 30%. The interference between the coal shed on the average wind load is the main shielding effect, influence on the fluctuating wind load is not significant. Finally, the wind loads suggestions are given for structure design.