The structural damage diagnosis methods have been developing from deterministic methods to nondeterministic methods. Compared with the deterministic methods, the nondeterministic structural damage diagnosis methods can consider and deal with uncertainties in the process of structural damage diagnosis more effectively, therefore have gradually become the research focus in the field of structural damage diagnosis. Firstly, deterministic structural damage diagnosis methods were introduced and the challenge involved in deterministic methods was presented. On the basis of the above, two kinds of nondeterministic structural damage diagnosis methods based on probability analysis and data fusion respectively were reviewed, then the advantage and disadvantage of above methods was analyzed. Finally, the challenge and problem for the structural damage diagnosis was discussed, and the future study trend of structural damage diagnosis was forecasted.