Sensitivity to wind and snow loads has been the focus of reliability analysis and safety design of long-span roof structures in cold regions. In this study, the reliability assessment and performance improvement of a long-span roof structure subjected to coupled wind-snow multi-hazard are addressed. To this end, the average wind pressure coefficients of roof surface are first derived from wind tunnel tests, and the two-dimensional wind velocity field simulation is carried out by using the refined spectral representation scheme based on joint wavenumber-frequency power spectrum and stochastic harmonic function. The snow pressure coefficients of structural roof considering wind-induced snow drift effects are obtained by conducting computational fluid dynamics simulation. Then the global reliability of the structure subjected to coupled wind-snow multi-hazard with 100-yr return period is assessed using the probability density evolution method (PDEM). To improve structural performance, a control scheme of distributed tuned mass dampers (d-TMDs) is designed according to the structural dynamics of their deployment positions. Numerical results show that the fluctuating wind is a critical factor resulting in deformation failure of the long-span roof structure, and the proposed control scheme has sound effectiveness and robustness to mitigate the fluctuating wind effect and thus improve the structural performance.