Substantial work has shown that the modulation of structural damage on probing guided ultrasonic waves (GUWs) can result in wave components corresponding to different frequencies, causing wave energy transfer from central frequency to other frequency bands. To make use of the damage-induced wave energy transfer in different frequency bands, a data-driven method which combines wavelet packet decomposition (WPD), principal component analysis (PCA) and support vector machine (SVM), is proposed in this study for structural damage identification in both metallic and composite materials. Firstly, WPD is employed to decompose the original signal into different frequency bands, based on which the wave energy at each frequency band can be determined. A wave energy distribution vector is constructed according to the energy proportion of each frequency band. Then, PCA is recalled conducting dimensionality reduction for the energy distribution vectors, in order to improve the computational efficiency for subsequent SVM classification. The compressed energy distribution vectors are used as the input to train an SVM-based classifier for identifying structural damage. To validate the proposed WPD-PCA-SVM method, experiments are performed on both aluminium plate and glass fibre reinforced polymer (GFRP) laminate. According to the experimental results, the embryonic fatigue crack in the metal plate and the anomaly in the GFRP laminate can be identified by the proposed method, with a detection accuracy of 92.86% for aluminium plate and 95.45% for GFRP laminate, respectively, demonstrating the effectiveness of the proposed method for damage detection in both metallic and composite materials.