| In recent years, high-rise conjoined buildings are increasingly popular in constructing urban landmark buildings. They are inevitably affected by various disasters such as winds and even earthquakes during their service life. However, the failure probability of a structure subjected to a single hazard may underestimate the possibility of structural damage and even collapse. Therefore, an evaluation method for structural safety performance under the action of multiple hazards is urgently needed. Taking the conjoined high-rise building of Suzhou International Conference Hotel as the case, this paper studies the joint fragility analysis method under the combined actions of earthquake and wind. Firstly, the multi-hazard fragility function and structural performance demand function under the combined action of earthquake and wind are established, and a multi-hazard joint fragility analysis method is formed. Then, the ground motion records are selected, the structural wind loads are simulated based on the computational wind tunnel, and the single-hazard structural fragility analysis is carried out. Finally, 100 sets of earthquake and wind load combinations are sampled based on the uniform distribution, and the multi-hazards joint fragility analysis of the structure is carried out. The results show that the structure’s fragility increases with the PGA and wind speed. As a result, the multi-hazard failure probability of each failure state of the structure increases compared with the single-hazard failure probability. When the wind speed reaches 40m/s, the probabilities of slight damage, moderate damage, severe damage, and collapse damage of the structure under rare earthquakes increased by 1.13%, 35.67%, 84.00%, and 98.33%, respectively, compared with those subjected to earthquake only. The research in this paper provides usable tools and references for the multi-hazard safety performance evaluation of complex high-rise buildings.