Tension membrane structures may undergo significant wind-structure interactions (WSI), during which multi-mode coupling phenomenon can be commonly observed as the structural span, spatial tension, and openness increase. The lack of understanding of multi-mode coupling effects of tension membrane structures is a primary obstacle to establishing practical and feasible response estimation method for such structures considering WSI. In this research, the underlying mechanisms of multi-mode coupling effects in WSI of tension membrane structures are revealed based on numerical simulations. A one-way tensioned, open-type membrane structure is chosen to be the object because of its relatively idealized geometry for analysis of WSI mechanism, which is a simplified shape compared to typical membrane structures. Fully-coupled simulations are utilized to reproduce pre-existing aero-elastic experiment and well validated against the reference experimental results. Additionally, a modal identification method based on proper orthogonal decomposition (POD) technique is proposed for precisely decomposing the coupled vibrating modes. It is found that the multi-mode coupling phenomenon is initiated by the difference in the vortex-structure interaction between upper and lower sides of the membrane, due to the disparities in pneumatic shape between the two sides. Moreover, the modal jump and modal resonance are effectively examined and revealed through the proposed modal identification method. Energy transfer analysis shows that the modal jump is resulted by the negative aerodynamic damping, while the modal resonance, the main reason of the rapid amplification and instability of the membrane vibration, is triggered by the added mass. The findings in this study lay the foundation of establishing the response estimation method for tension membrane structures considering multi-mode coupling.