This study developed an integrated global-local approach for locating damage on building structures. A damage detection approach with a novel embedded frequency response function damage index (NEFDI) was proposed and embedded in the Imote2.NET-based wireless structural health monitoring (SHM) system to locate global damage. Local damage is then identified using an electromechanical impedance- (EMI-) based damage detection method. The electromechanical impedance was measured using a single-chip impedance measurement device which has the advantages of small size, low cost, and portability. The feasibility of the proposed damage detection scheme was studied with reference to a numerical example of a six-storey shear plane frame structure and a small-scale experimental steel frame. Numerical and experimental analysis using the integrated global-local SHM approach reveals that, after NEFDI indicates the approximate location of a damaged area, the EMI-based damage detection approach can then identify the detailed damage location in the structure of the building.