The Synchronized Switch Damping (SSD) is regarded as a promising alternative to mitigate the vibration of thin-walled structures in aero-engines, especially for blades or bladed disks. The common manner is to shunt the switch circuit independently to a single piezoelectric structure. This paper is aimed at exploring a novel way of using the SSD, i.e., the SSD is interconnected between two piezoelectric structures or substructures. The damping mechanism, performance, and effective range of the interconnected SSD are studied numerically and experimentally. First, based on a dual cantilever beam finite element model, the time domain and frequency domain modeling and solving methods of the interconnected SSD are deduced and validated. Then, the influence of the amplitude and phase relationship on the damping effect of the interconnected SSD is numerically studied and compared with the shunted SSD. A self-sensing SSD control board is developed, and experimental studies are carried out. The results show that the interconnected SSD establishes an additional energy channel between the corresponding piezoelectric structures. When the amplitudes of the two cantilever beams are different, the interconnected SSD balances the vibration level of each beam. When the amplitudes of the two cantilever beams are the same, if the appropriate interconnection manner is selected according to the phase, the resonance peak can be reduced by more than 30%. When the vibration is in-phase/out-of-phase, the damping generated by the interconnected SSD in a cross/parallel manner is even more significant than the shunted SSD. Furthermore, this novel connection scheme reduces the number of SSD circuits in half. Finally, for engineering applications, we implement the proposed damping technology to the finite element model of a typical dummy bladed disk. A piezoelectric damping ratio of 13.7% is achieved when the amount of piezo material is only 10% of blade mass. Compared with traditional friction dampers, the major advancements of the interconnected SSD are: (A) it can reduce the vibration level of blades without friction interface; (B) the space constraint is overcome, i.e., the vibration energy is not necessarily dissipated independently in one sector or through physically adjacent blades, and instead, the dissipation and transfer of vibrational energy can be realized between any blade pair. If a specific gating circuit is adopted to adjust the interconnection manner of the SSD, vibration mitigation under variable working conditions with different engine orders will be expected; (C) designers do not need to worry about the annoying nonlinearities related to working conditions anymore.