This article presents a new type of active controlled multiple-fan wind tunnel. The wind tunnel consists of swivel plates and arrays of direct current fans, and the rotation speed of each fan and the shaft angle of each swivel plate can be controlled independently for simulating different kinds of outdoor wind fields. To measure the similarity between the simulated wind field and the outdoor wind field, wind speed and direction time series of two kinds of wind fields are recorded by nine two-dimensional ultrasonic anemometers, and then statistical properties of the wind signals in different time scales are analyzed based on the empirical mode decomposition. In addition, the complexity of wind speed and direction time series is also investigated using multiscale entropy and multivariate multiscale entropy. Results suggest that the simulated wind field in the multiple-fan wind tunnel has a high degree of similarity with the outdoor wind field.