In view of the limitation of damage detection in practical applications for large scale civil structures, a practical method for anomaly detection is developed. Within the anomaly detection framework, wavelet transform and generalized Pareto distribution are adopted for data processing. In detail, to reduce the influence of thermal responses on signal fluctuations induced by anomaly events, wavelet transform is employed to separate thermal effects from raw signals based on the distinguished frequency bandwidths. Subsequently, a two-level anomaly detection method is proposed, i.e., threshold-based anomaly detection and anomaly trend detection. For the threshold-based anomaly detection, the threshold for anomaly detection is determined by generalized Pareto distribution analytics, corresponding to a 95% guarantee rate within 100 years. Moreover, the threshold is periodically updated by incorporating the latest monitoring data to model the increase of traffic volumes and gradual degradations of structures. For the anomaly trend detection, the moving fast Fourier transform is adopted for discussion. Finally, the mid-span deflection of Xihoumen Suspension Bridge is selected as the index to validate the effectiveness of the proposed methodology. Two types of anomaly events are assumed in the case study, i.e., the overloading event and structural damage. The two-level anomaly detection is implemented. It is indicated through the case study that the proposed anomaly detection approach (without the influence of temperature) is able to detect three 100-ton overloaded vehicles and damages in main cables. However, the assumed cases subject to 100-ton vehicle and damages in stiffening girders are hardly detected by using the deflection index, owing to the sensitivity of the index to each anomaly event. In the future studies, a structural health monitoring-based multi-index anomaly detection system is promising to ensure the operational and structural safety of large span bridges.