This paper proposes a new form of building for better utilization of wind energy along with reduction of wind load on the structure. It is based on the principle that instead of directly resisting the wind load, convert that wind energy to electrical energy. The main building will be elliptical in shape surrounded by a wind shield made of steel/composite material lattice similar in shape to main building, with wind fans and cladding on it. The orientation of building with shield would be in accordance with local wind rose diagram to offer least resistance. The shield will be rigid frame with thicker columns at diametrically opposite points of minor axis to increase its structural strength and stability against the wind loads. Also the main building would have different cross-sections after few levels in order to reduce the chances of attainment of resonant frequency and passage ways would be provided along minor axis to allow passage of very high velocity gust winds along the minor axis as well as to reduce the chances of vortex formation. The columns in external shield can be harnessed for structural stability by converting the building in ‘tube in tube structure’. Underground natural air conditioning via central cooling ducts is also proposed for this building which would improve its energy efficiency. For this the air would be sucked from different levels from the area between the main building and shield creating negative pressure for better flow of air through wind fans. The sucked in air would be taken down the earth for cooling and then supplied to main building. This building is proposed specially for areas having high wind energy concentration as well as land scarcity for development of big open wind farms.