To　reduce　the　wind-induced　vibration　of　building　structures,　tuned　mass　damper　(TMD)　is　a　widely　used　approach.　However,　the　off-tune　of　TMD　can　cause　larger　excessive　vibration　to　the　structure.　In　this　study,　shape　memory　alloy　(SMA)　is　employed　in　TMD　for　retuning.　At　first,　the　dynamic　properties　of　SMA-based　TMD　were　characterised　by　free　vibration　at　between　-40　degrees　C　and　65　degrees　C.　It　is　found　the　stiffness　increased　and　damping　reduced　with　rising　temperature.　Next,　the　SMA-based　TMD　was　applied　to　a　steel　frame　structure　under　wind　excitations.　The　wind　action　was　generated　by　autoregressive　models　method　and　input　by　a　shaking　table.　The　results　present　the　wind-induced　vibration　can　be　attenuated　effectively　by　installing　a　SMA-based　TMD.　By　changing　the　main　structural　mass,　the　TMD　was　easy　to　be　off-tuned　and　the　structural　response　was　increased.　By　means　of　cooling　SMA　to　retune　the　TMD,　the　response　of　the　system　can　be　reduced　effectively.　However,　the　effect　of　heating　SMA　was　relatively　small.　The　increase　of　damping　capacity　by　combing　multiple　SMA　bars　and　the　applications　of　SMAs　with　higher　phase　transformation　temperatures　are　important　to　be　further　investigated　in　TMD,　so　as　to　improve　the　effectiveness　of　heating　SMA.