Mean wind response induced incompatibility and nonlinearity in bridge aerodynamics is discussed, where the mean wind and aeroelastic loads are applied simultaneously in time domain. A kind of incompatibility is found during the simultaneous simulation of the mean wind and aeroelastic loads, which leads to incorrect mean wind structural responses. It is found that the mathematic expectations (or limiting characteristics) of the aeroelastic models are fundamental to this kind of incompatibility. In this paper, two aeroelastic models are presented and discussed, one of indicial-function-denoted (IF-denoted) and another of rational-function-denoted (RF-denoted). It is shown that, in cases of low wind speeds, the IF-denoted model reflects correctly the mean wind load properties, and results in correct mean structural responses; in contrast, the RF-denoted model leads to incorrect mean responses due to its nonphysical mean properties. At very high wind speeds, however, even the IF-denoted model can lead to significant deviation from the correct response due to steady aerodynamic nonlinearity. To solve the incompatibility at high wind speeds, a methodology of subtraction of pseudo-steady effects from the aeroelastic model is put forward in this work. Finally, with the method presented, aeroelastic nonlinearity resulted from the mean wind response is investigated at both moderate and high wind speeds.