The normalised version of bispectrum, the so-called bicoherence, has often proved a reliable method of damage detection on engineering applications. Indeed, higher-order spectral analysis (HOSA) has the advantage of being able to detect non-linearity in the structural dynamic response while being insensitive to ambient vibrations. Skewness in the response may be easily spotted and related to damage conditions, as the majority of common faults and cracks shows bilinear effects. The present study tries to extend the application of HOSA to damage localisation, resorting to a neural network based classification algorithm. In order to validate the approach, a non-linear finite element model of a 4-meters-long cantilever beam has been built. This model could be seen as a first generic concept of more complex structural systems, such as aircraft wings, wind turbine blades, etc. The main aim of the study is to train a Neural Network (NN) able to classify different damage locations, when fed with bispectra. These are computed using the dynamic response of the FE nonlinear model to random noise excitation.