Free vibrations of two side-by-side cylinders with fixed support (no rotation and displacement) at both ends placed in a cross-flow were experimentally investigated. Two fibre-optic Bragg grating sensors were used to measure the dynamic strain, while a hot wire and flow visualization were employed to examine the flow field around the cylinders. Three T/d ratios, 3.00, 1.70 and 1.13, were investigated, where T is the centre-to-centre cylinder spacing and d is the diameter; they give rise to three different flow regimes. The investigation throws new light on the shed vortices and their evolution. A new interpretation is proposed for the two different dominant frequencies, which are associated with the narrow and the wide wake when the gap between the cylinders is between 1.5 and 2.0 as reported in the literature. The structural vibration behaviour is closely linked to the flow characteristics. At T/d = 3:00, the cross-flow root-mean-square strain distribution shows a very prominent peak at the reduced velocity Ur ≈ 26 when the vortex shedding frequency fs, coincides with the third-mode natural frequency of the combined fluid–cylinder system. When T/d < 3:00, this peak is not evident and the vibration is suppressed because of the weakening strength of the vortices. The characteristics of the system modal damping ratios, including both structural and fluid damping, and natural frequencies are also investigated. It is found that both parameters depend on T/d. Furthermore, they vary slowly with Ur, except near resonance where a sharp variation occurs. The sharp variation in the natural frequencies of the combined system is dictated by the vortex shedding frequency, in contrast with the lock-in phenomenon, where the forced vibration of a structure modifies the vortex shedding frequency. This behaviour of the system natural frequencies persists even in the case of the single cylinder and does not seem to depend on the interference between cylinders. A linear analysis of an isolated cylinder in a cross-flow has been carried out. The linear model prediction is qualitatively consistent with the experimental observation of the system damping ratios and natural frequencies, thus providing valuable insight into the physics of fluid–structure interactions.