Natural disasters have severely caused collapse of structures and loss of human lives every year. Such disasters lead to tremendous losses of economy and society in each country. There is a similar trend of economic and social aspects between Japan and the United States. This paper presents the comparative study of wind disasters between Japan and U.S.. The change in fatalities due to natural disasters shows a trend depending on year in both Japan and U.S.. The number of fatalities decreases while the population significant increases from year to year. In addition, economic losses due to disasters are increasing recent years. The probabilistic predictions for frequency and magnitude of future events are also examined for natural disaster mitigation.