Wave run-up is an important issue in offshore engineering, which is tightly related to the loads on the marine structures. In this study, a series of physical experiments have been performed to investigate the wave run-up around a vertical cylinder in transitional water depth. The wave run-ups of regular waves, irregular waves and focused waves have been presented and the characteristics in frequency domain have been investigated with the FFT and wavelet transform methods. This study focuses on the nonlinear features of the wave run-up and the interaction between the wave run-up and the cylinder. The results show that the nonlinear interaction between the waves and the structures might result wave run-up components of higher frequencies. The wave run-ups of the moderate irregular waves exhibit 2nd order nonlinear characteristics. For the focused waves, the incident waves are of strong nonlinearity and the wavelet coherence analysis reveals that the wave run-up at focal moment contains combined contributions from almost all the frequency components of the focused wave sequence and the contributions of frequency components up to 4th order harmonic levels are recommended to be included.