Arched roofs are commonly utilized in various large-scale facilities for their remarkable stability and safety. With the advent of arched roofs featuring variable rise heights, there is a lack of research on wind pressure distribution and shape coefficients for these newer designs. This paper fills this gap by using the computational fluid dynamic (CFD) method on a continuous-span arched roof with different rise height, and valuable results have been obtained. Results indicate that there will be significant positive pressure in the fence under different wind directions, while the maximum negative pressure and maximum velocity will occur in areas with significant changes in the cross-section of the fence structure. Except for the 90◦ wind direction, where the roof is primarily affected by positive pressure, the roof structure experiences a large area of negative pressure under other wind directions. The shape coefficients are negative and stable in wind directions of 0◦ and 180◦. The coefficients under the 90◦ wind direction are all positive values, with slight drastic changes. Under wind directions of 45◦ and 135◦, the variation of the shape coefficient is complex, with positive and negative values appearing. The influence of structural characteristics and size effects on the performance of the building roof is significant. The cantilevered structure of the roof can weaken the disturbance after the incoming flow impacts the building and the diffusion of the wake. Meanwhile, the changes in the size effect of the roof structure can lead to complex pressure distributions and shape coefficient values. The series of results indicate that the building’s roof has good performance, with its wavy structure effectively reducing the pressure exerted by the incoming flow, ensuring safe operation. It is worth noting that there is always an area with a significant change in cross-sectional area in the fence structure under different wind directions, which tends to be subjected to greater negative pressure and requires more attention.