Because of concentrated connection damage, the impact of sequential hazards on CLT shear wall systems is much more severe than that on traditional concrete and steel structures considering ductile component behaviors. The present paper evaluated the dynamic response of CLT wall structures in wind-only and sequential seismic–wind scenarios and compared the structural dynamic responses and damage levels of different CLT wall systems. The structural models were established separately based on an SOM benchmark structure, a SOFIE project three-story CLT shear wall structure, and a PT CLT wall platform structure from the NHERI Tall Wood project. The equivalent fluctuating wind load was calculated with the ASCE 7 average wind speed, the reference ESDU wind profile, calibrated wind pressure distribution, and simulated fluctuation from the NatHaz Online Wind Simulator. The sequential load was applied to the structural models in the order of seismic excitation, resting time, and then dynamic wind load. The dynamic responses of different CLT wall structures were compared among loading scenarios with increasing seismic and wind intensities. The wind-excited peak story displacement and acceleration for both CLT structures were significantly magnified in the sequential seismic–wind scenarios compared with the wind-only scenarios. The simulation results indicated that the sequential seismic–wind scenarios caused significant acceleration in damaged connections for the conventional CLT shear wall structure. The PT CLT wall structure had minor displacement and acceleration, which were linear to the wind loading factors. For the conventional CLT shear wall structure, the magnification of the acceleration was found to have a strong correlation with the natural frequencies of the damaged structure. This study demonstrated that the wind responses of the PT wall structures were in a safe range after the seismic event, and conventional CLT wall structures need to be re-evaluated under sequential scenarios for structural resilience assessment.