Stochastic dynamic analysis of an offshore wind turbine (OWT) structure plays an important role in the structural safety evaluation and reliability assessment of the structure. In this paper, the OWT structure is simplified as a linear single-degree-of-freedom (SDOF) system and the corresponding joint probability density function (PDF) of the dynamic response is calculated by the implementation of the path integration (PI) method. Filtered Gaussian white noise, which is obtained from the utilization of a second-order filter, is considered as horizontal wind excitation and used to excite the SDOF system. Thus, the SDOF model and the second-order linear filter model constitute a four-dimensional dynamic system. Further, a detailed three-dimensional finite element model is applied to obtain the natural frequency of the OWT and the efficient PI method, which is modified based on the fast Fourier transform (FFT) convolution method, is also utilized to reduce the execution time to obtain the PDF of the response. Two important parameters of wind conditions, i.e., horizontal mean wind speed and turbulence standard deviation, are investigated to highlight the influences on the PDF of the dynamic response and the reliability of the OWT.