With the rapid development of computer and the Internet techniques, the amount of data in all walks of life increases sharply, especially accumulating numerous high-dimensional big data such as the network transactions data, the user reviews data and the multimedia data. High-dimensional big data mixes the typical features of both high-dimensional data and big data, which has also brought new problems and great challenges for processing and optimizing the high-dimensional big data. In this case, the storage structure of high-dimensional big data is a critical factor that can affect the processing performance in a fundamental way. However, due to the huge dimensionality feature of high-dimensional data, the existing data storage techniques, such as row-store and column-store, are not very suitable for high-dimensional and large scale data. Therefore, in this paper, we present an efficient high-dimensional big data storage structure based on US-ELM, High-dimensional Big Data File, named HB-File. Then, we propose a fuzzy cluster algorithm to differentiate the key dimension and non-key dimension of high-dimensional big data based on US-ELM, which can also gain the clusters of key dimension. After that, we propose the execution and API of HB-File based on the open source implementation ofMapReduce,Hadoopsystem. With the intensive experiments, we show the effectiveness of HB-File in satisfying the storage of high-dimensional big data.