For localized fires, it is necessary to consider the thermal and mechanical responses of building elements subject to uneven heating under the influence of wind. In this paper, the thermomechanical phenomena experienced by a ceiling jet and I-beam in a structural fire were simulated. Instead of applying the concept of adiabatic surface temperature (AST) to achieve fluid–structure coupling, this paper proposes a new computational fluid dynamics–finite element method numerical simulation that combines wind, fire, thermal, and structural analyses. First, to analyze the velocity and temperature distributions, the results of the numerical model and experiment were compared in windless conditions, showing good agreement. Vortices were found in the local area formed by the upper and lower flanges of the I-beam and the web, generating a local high-temperature zone and enhancing the heat transfer of convection. In an incoming-flow scenario, the flame was blown askew significantly; the wall temperature was bimodally distributed in the axial direction. The first temperature peak was mainly caused by radiative heat transfer, while the second resulted from convective heat transfer. In terms of mechanical response, the yield strength degradation in the highest-temperature region in windless conditions was found to be significant, thus explaining the stress distribution of steel beams in the fire field. The mechanical response of the overall elements considering the incoming flows was essentially elastic.