The invention discloses a super high-rise building wind load inverse analysis method based on discrete Kalman filtering. The method comprises the following steps: (1) converting wind-induced response components (displacement or velocity) of limited test floors of a structure into modal wind-induced responses based on actually measured modal shapes of first orders; (2) estimating unknown modal wind-induced response components by using discrete Kalman filtering; (3) identifying the modal wind-induced load of the structure through the estimated modal wind-induced responses (displacement, velocity and acceleration); (4) obtaining the wind load time-history of any floor of the structure by using the generalized inverse of a modal shape matrix. The method can solve the problem that the wind-induced response measuring points of super high-rise buildings are not enough. Wind load inversion results obtained by adopting the method under the influence of structure modal parameter errors, modal truncation errors and measurement noises can still satisfy engineering demands. The research technique provides a useful tool and basis for wind-resistant design of super high-rise buildings and relevant researches.