Recently, various advanced control strategies have been investigated for practical implementations of active control systems on buildings against strong wind gusts and earthquakes. Among the promising control strategies, sliding mode control has been shown to be very robust with respect to structural uncertainties. Its remarkable control performance has also been illustrated for many types of structures, including nonlinear hysteretic buildings. In this paper, the continuous sliding mode control (CSMC) strategy will be applied to the 76-story wind-excited benchmark building equipped with an active tuned mass damper on the top floor. The effectiveness of the sliding mode control strategy will be compared with that of the LQG algorithm. To facilitate the modulation of the control efforts in order to satisfy the control constraints, a prefilter has been introduced to the control force. The performance and robustness of the continuous sliding mode control (CSMC) for the benchmark problem will be demonstrated through numerical simulation results. The suitability of CSMC for practical applications to wind-excited tall buildings will be evaluated and discussed.