Current bridge design codes specify combination coefficients for wind–temperature joint actions, yet few studies have addressed these for bridges in plateau canyon regions. This study investigates the joint actions and combination coefficients for Haihuang Bridge, which is in a plateau canyon region surrounded by mountains. Using long-term structural health monitoring data, trivariate normal copulas and Con-KRP were applied to estimate joint probabilities of wind speed and air temperature in different directions. The combination coefficients range from 0.68 to 0.92 for temperature actions and 0.56 to 0.75 for wind actions, obtained based on the principle that bivariate Con-KRP equals univariate Con-KRP. Significant differences in the joint actions are found in different directions. Furthermore, the combination coefficients in the plateau canyon region are much larger than those in the subtropical coastal plain region, indicating a need for further study on the regional difference.