Based on the analysis of the sensitivity of structural response power spectral density with respect to the structural stiffness parameter, a new method is proposed to identify structural damages under stationary random excitations. Under stationary random excitations, the sensitivity of the response power spectral density with respect to stiffness parameter is obtained using the pseudo excitation method. Then finite element model updating method is carried out to identify the structural damage. At last, a numerical example of a shear structure demonstrates the accuracy and efficiency of the proposed method when only the frequency response data of several accelerometers is needed.