An intricacy in vibration-based structural damage detection (VSDD) relates to environmental variabilities imposing limitations to the damage detectability. One method that has been put forth to resolve the issue is cointegration. Here, non-stationary vibration features are linearly combined into stationary residuals, which are then employed as damage indices under the assumption that the non-stationarity is governed by environmental variabilities. In the present paper, the feasibility of using cointegration to mitigate environmental variabilities while retaining sensitivity to damage is examined through an experimental study with a steel beam. A temperature-based environmental variability is introduced to the beam by use of a heating cable, while damage is emulated by adding local mass perturbations. The vibration response of the beam in different environmental and structural states is captured and utilized as features in a cointegration-based damage detection scheme. The performance of the scheme is assessed and compared to that of a scheme not accounting for the variability on the basis of the false positive ratio (FPR), the true positive ratio (TPR), and the area under the receiver operating characteristic curve (AUC). The results show that cointegration effectively mitigates the temperature variability and allows for an improved damage detectability compared to that of the scheme without a mitigation strategy.