The traditional rocking truss mainly controls the damage distribution of the structure according to the first-order vibration mode, which has limited applicability to high-rise structures. In order to address this problem, a steel frame-segment rocking truss-multiple-tuned mass damper damping system is made in this paper. The proposed system divides the traditional rocking structure into multi-segment truss system along the vertical direction, and arranges the multiple tuned mass damper (MTMD) based on the system vibration characteristics. The single-segment, double- segment and triple- segment steel frame rocking truss damping systems are taken as the research objects, and the effects of the number of segments of the rocking structure, the segmental position, the lateral stiffness ratio of the frame-rocking truss, and the MTMDs’ mass and arrangement position on the anti-seismic performance of the structure are studied by the nonlinear time-history analysis. The analysis results of the 35-story steel frame-segment rocking truss structure example show that the segment rocking truss system can effectively reduce the maximum bending moment in the middle of the rocking truss; the maximum inter-story drift ratio of the structure is reduced by 7%−29% after the arrangement of MTMD. This system has the characteristics of the traditional rocking structure system, avoiding the emergence of weak layers, and also realizing the damage control of multi-order vibration mode, and effectively reducing the seismic response of the structure through the energy dissipation of MTMD.