This paper develops a data-driven autonomous method for detection of fatigue damage and classification of the associated damage risk in mechanical structures, based on ultrasonic signal energy. The underlying concept is built upon attenuation of the signal and stability of the attenuation process. The attenuation provides pertinent information for damage quantification, whereas the stability represents resistance towards the fatigue damage growth. The proposed neural network (NN) model has been trained using the scaled conjugate-gradient back-propagation method. The NN model is capable of damage detection and damage classification into five classes of increasing risk. The Daubechies wavelet transform has been used to reduce the noisy pattern of the ultrasonic signal energy by using the associated approximation coefficients. The results show that the proposed method of approximation signal energy can detect and classify the damage with an accuracy of up to ∼ 9 8 . 5 % .