A method is developed for the analysis of a continuous structure implemented by an active tendon control under the action of stochastic wind loads. The transfer matrix technique is employed to obtain the frequency response function, in a closed form, of the actively controlled structure. This permits an examination of the behavior of all the vibrational modes in the frequency domain with respect to the variation of control parameters. It is shown that both the displacement and the acceleration of the structure can be reduced significantly in the entire frequency domain only if the feedback control parameters are designed appropriately. It is further shown that although some vibrational modes can be suppressed completely by the active control devices, other vibrational modes may be magnified if the feedback control parameters are not designed carefully.