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Vibrations of complex structures such as bridges mostly present nonlinear and non-stationary behaviors. Recently, one of the most common techniques to analyze the nonlinear and non-stationary structural response is Hilbert–Huang Transform (HHT). This paper aims to evaluate the performance of HHT based on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) technique using an Artificial Neural Network (ANN) as a proposed damage detection methodology. The performance of the proposed method is investigated for damage detection of a scaled steel-truss bridge model which was experimentally established as the case study subjected to white noise excitations. To this end, four key features of the intrinsic mode function (IMF), including energy, instantaneous amplitude (IA), unwrapped phase, and instantaneous frequency (IF), are extracted to assess the presence, severity, and location of the damage. By analyzing the experimental results through different damage indices defined based on the extracted features, the capabilities of the CEEMDAN-HT-ANN model in detecting, addressing the location and classifying the severity of damage are efficiently concluded. In addition, the energy-based damage index demonstrates a more effective approach in detecting the damage compared to those based on IA and unwrapped phase parameters.