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In recent years, stay cables on cable-stayed bridges have been equipped with various kinds of lamps to lighten the cables at night. Large amplitude vibration of the stay cables of the Kuimen Bridge was observed after some rectangular lamps were installed. The mechanism and countermeasure of the cable vibration of this bridge were investigated in this paper. First, wind-induced responses of six stay cables were extracted from a video observed in the field. Second, according to Den Hartog's theory, a series of force measurement wind tunnel tests on stay cable attached with a rectangular box were carried out to test the possibility of galloping. Third, a series of vibration measurement wind tunnel tests based on 2-dimensional and 3-dimensional test models were carried out to reproduce the vibration of the cable-lamp test model. In the test, the features of wind-induced vibration were studied at the damping level of 0.1%, 0.3%, 0.6% and the inclination angles of the stay cable include 25°, 35°, 40°, and 45°. The results show that the rectangular aluminum alloy box of the lamp on stay cables can result in the unstable galloping vibration at a very low wind velocity. The critical wind velocity of the cable-lamp test model can be as low as 6.3 m/s (damping ratio ζ = 0.1%), which is a wind velocity often encountered. It appears that the critical wind velocity increases with the increase of the structural damping ratio, but is only 9–11 m/s when the damping ratio is 0.6%. It seems that increasing the damping ratio has little effect on suppressing the galloping of the stay cable. Finally, the rectangular aluminum alloy box of the lamp was removed and only an electrical wire was attached on the cable surface. The vibration measurement wind tunnel tests based on the 3-dimensional cable-wire test model indicate that the stay cable attached with an electrical wire is aerodynamically stable if the position angle of the wire is 0°, which is consistent with the actual situation.