This article proposes an unsupervised deep learning–based approach to detect structural damage. Supervised deep learning methods have been proposed in recent years, but they require data from an intact structure and various damage scenarios of monitored structures for their training processes. However, the labeling work on the training data is typically time-consuming and costly, and sometimes collecting sufficient training data from various damage scenarios of infrastructures in service is impractical. In this article, the proposed unsupervised deep learning method based on a deep auto-encoder with an one-class support vector machine only uses the measured acceleration response data acquired from intact or baseline structures as training data, which enables future structural damage to be detected. The major contributions and novelties of the proposed method are as follows. First, an appropriate deep auto-encoder is carefully designed through comparative studies on the depth of neural networks. Second, the designed deep auto-encoder is taken as an extractor to obtain damage-sensitive features from the measured acceleration response data, and an one-class support vector machine is used as a damage detector. Third, experimental and numerical studies validate the high accuracy of the proposed method for damage detection: a 97.4% mean average for a 12-story numerical building model and a 91.0% accuracy for a laboratory-scaled steel bridge. Fourth, the proposed method also detects light damage (i.e. a 10% reduction in stiffness) with 96.9% to 99.0% accuracy, which shows its superior performance compared with the current state of the art. Fifth, it provides stable and more robust damage detection performance with reduced tuning parameters.