With the development of mountain areas, more wind-sensitive infrastructures are constructed. In the design of these infrastructures, the wind loading cannot be accurately obtained from the code based on the flat area. Hence, it is of great importance to study the mountain wind characteristics. In this study, the wind field measurement was initiated in a mountain area of western China. After the examination of the measured data, two typical wind events including the thunderstorm wind and thermally developed wind are highlighted. To extract and separate these wind events, an automatic classification method is proposed. The thunderstorm wind is analyzed in order to capture the rapid variation of its maximum wind speed, mean temperature and mean humidity through the boxplot method while the analysis of thermally developed winds relies on the correlation between the mean wind speed and mean temperature. Since the thunderstorm wind is relatively more important for wind engineering, its wind characteristic is focused hereafter and analyzed in detail based on the ultrasonic anemometer data. The characteristics of the thermally developed wind and other wind will be the matter of further studies and investigations. Results show that the characteristics of the thunderstorm wind measured in the mountainous area have no significant difference in comparison with those in the flat area. Due to the limited data, the above results deserve further investigations when more measurements become available.