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This paper examines local vibrations in the stay cables of a cable-stayed bridge subjected to wind gusts. The wind loads, including the self-excited load and the buffeting load, are converted into time-domain values using the rational function approximation and the multidimensional autoregressive process, respectively. The global motion of the girder, which is generated by the wind gusts, is analyzed using the modal analysis method. The local vibration of stay cables is calculated using a model in which an inclined cable is subjected to time-varying displacement at one support under global vibration. This model can consider both forced vibration and parametric vibration. The response characteristics of the local vibrations in the stay cables under wind gusts are described using an existing cable-stayed bridge. The results of numerical analysis show a significant difference between the combined parametric and forced vibrations and the forced vibration.