In recent years, there has been an increasing interest in permanent observation of the dynamic behaviour of bridges for long-term monitoring purpose. This is due not only to the ageing of a lot of structures, but also for dealing with the increasing complexity of new bridges. The long-term monitoring of bridges produces a huge quantity of data that need to be effectively processed. For this purpose, there has been a growing interest on the application of soft computing methods. In particular, this work deals with the applicability of Bayesian neural networks for the identification of damage of a cable-stayed bridge. The selected structure is a real bridge proposed as benchmark problem by the Asian-Pacific Network of Centers for Research in Smart Structure Technology (ANCRiSST). They shared data coming from the long-term monitoring of the bridge with the structural health monitoring community in order to assess the current progress on damage detection and identification methods with a full-scale example. The data set includes vibration data before and after the bridge was damaged, so they are useful for testing new approaches for damage detection. In the first part of the paper, the Bayesian neural network model is discussed; then in the second part, a Bayesian neural network procedure for damage detection has been tested. The proposed method is able to detect anomalies on the behaviour of the structure, which can be related to the presence of damage. In order to obtain a confirmation of the obtained results, in the last part of the paper, they are compared with those obtained by using a traditional approach for vibration-based structural identification.