In this paper, a two-stage damage detection method is proposed to integrate unsupervised and supervised approaches, leveraging their complementary strengths to enhance the method’s capability in damage identification. In the first stage, an unsupervised damage detection method based on convolutional autoencoders (CAEs) is introduced to preliminarily determine whether a signal is abnormal. It is trained solely on normal signals and subsequently reconstructs future signals. In addition to the reconstruction error analysis/indicator, a novel damage indicator referred to as the signal-to-reconstruction error ratio (SRER) is introduced to evaluate the reconstruction accuracy and identify potential anomalies. By monitoring the evolution of these two indicators over time, the method achieves 100% accuracy in detecting structural anomalies. In the second stage, to improve efficiency and mitigate the impact of noisy signals on detection results, two damage indicators are used as inputs for supervised deep learning models, achieving over 90% accuracy in damage localization with these two damage-sensitive features. Furthermore, using these two features as inputs improved accuracy by 2–30% compared to conventional vibration inputs. The proposed method and novel damage indicators demonstrate the ability to rapidly detect and accurately locate structural damage, showcasing significant potential for practical engineering applications.