This article proposes a continuous relative wavelet entropy–based reference-free damage detection algorithm for truss bridge structures. Advantages of the proposed method are that (1) there is no need to measure dynamic response of pristine structures, in other words, the method is reference-free; (2) it is suitable for highly nonlinear and nonstationary random response data due to the multiresolution signal analysis feature of the continuous wavelet transform; and (3) it is sensitive to slight damage extents (i.e. 5%–10%) for the tested damage type (i.e. loosening of bolts). In order to demonstrate consistency and sensitivity of the proposed method, multiple experimental tests using a laboratory-size truss structure were mainly conducted for various damage scenarios and progressive damage states. The proposed continuous relative wavelet entropy–based reference-free damage detection algorithm showed reliable damage localization capabilities, and it is proven as an effective method compared to other damage detection methods that are dependent on the measurement signals from pristine structures. Due to the generality of the proposed method, applications to identify other types of damage based on different types of signals can be expected.