This paper addresses the problem of damage detection and localization in linear-form structures. Principal Component Analysis (PCA) is a popular technique for dynamic system investigation. The aim of the paper is to present a damage diagnosis method based on sensitivities of PCA results in the frequency domain. Starting from Frequency Response Functions (FRFs) measured at different locations on the structure; PCA is performed to determine the main features of the signals. Sensitivities of principal directions obtained from PCA to structural parameters are then computed and inspected according to the location of sensors; their variation from the healthy state to the damaged state indicates damage locations. It is worth noting that damage localization is performed without the need of modal identification. Influences of some features as noise, choice of parameter and number of sensors are discussed. The efficiency and limitations of the proposed method are illustrated using numerical and real-world examples.