In practice, a model-based structural damage detection (SDD) method is helpful for locating and quantifying damages with the aid of reasonable finite element (FE) model. However, only limited information in single or two structural states is often used for model updating in existing studies, which is not reasonable enough to represent real structures. Meanwhile, as an output-only damage indicator, transmissibility function (TF) is proven to be effective for SDD, but it is not sensitive enough to change in structural parameters. Therefore, a multi-state strategy based on weighted TF (WTF) is proposed to improve sensitivity of TF to change in parameters and in order to further obtain a more reasonable FE model for SDD in this study. First, WTF is defined by TF weighted with element stiffness matrix, and relationships between WTFs and change in structural parameters are established based on sensitivity analysis. Then, a multi-state strategy is proposed to obtain multiple structural states, which is used to reasonably update the FE model and detect structural damages. Meanwhile, due to fabrication errors, a two-stage scheme is adopted to reduce the global and local discrepancy between the real structure and the FE model. Further, the [Formula: see text]-norm and the [Formula: see text]-norm regularization techniques are, respectively, introduced for both model updating and SDD problems by considering the characteristics of problems. Finally, the effectiveness of the proposed method is verified by a simply supported beam in numerical simulations and a six-storey frame in laboratory. From the simulation results, it can be seen that the sensitivity to structural damages can be improved by the definition of WTF. For the experimental studies, compared with the FE model updated from the single structural state, the FE model obtained by the multi-state strategy has an ability to more reasonably describe the change of states in the frame. Moreover, for the given structural damages, the proposed method can detect damage locations and degrees accurately, which shows the validity of the proposed method and the reliability of the updated FE model.