With the development of multi-directional forging technology, heavy multi-directional forging press has been widely used in manufacturing industry. However, there is a contradiction between the independence of structure and the independence of mechanics, which becomes a bottleneck and limits the development of heavy multi-directional forging press tonnage. For the contradiction, a novel pre-stressed wire-wound orthogonal preload frame structure is proposed in this article to solve the problem, and the stiffness and deformation characteristic of pre-stressed wire-wound orthogonal preload frame structure under three loading states (vertical–horizontal loading, vertical loading and horizontal loading) are analyzed by finite element analysis and the 1:10 model experiment of 400-MN multi-directional forging press whose loading tonnage in the horizontal direction is the largest tonnage in the world. The results show that pre-stressed wire-wound orthogonal preload frame structure has advantages in large stiffness, high strength and excellent integrity under a reasonable preload coefficient. Furthermore, pre-stressed wire-wound orthogonal preload frame structure can satisfy the design requirement for carrying frame of heavy multi-directional forging press and may promote the development of multi-directional forging technology and related equipment industry.