The unavailability of labeled data has always been the main limitation of data‐driven solutions for monitoring the health state of full‐scale structures. In this area, domain adaptation (DA) solutions have occasionally been proposed in recent years, which allow the sharing of data sets between distinct but similar systems. This paper presents a novel computational methodology to evaluate the condition state of historical buildings subjected to continuous monitoring. The DA method, specifically transfer component analysis, is used to maintain correlations between two data domains with low relevance, thereby improving the accuracy of classification models. Additionally, it is shown that the kernelized Bayesian transfer learning can enhance classification accuracy beyond what is achievable with a support vector machine. The paper is completed with a real‐world application to the classification of data sets from two Italian Baroque churches, both characterized by imposing oval masonry domes, but equipped with very different monitoring systems.