As primary members of cable-stayed bridges, cables are susceptible to vibrations because of their low intrinsic damping. Mechanical dampers have been used to improve cable damping. Magnetorheological (MR) dampers have been proven efficient for seismic applications because of their large output damping forces, stable performance, low power requirement, and quick response from both laboratory research and field practice. In this paper, experimental work was carried out to demonstrate that MR dampers are also suitable for cable vibration control. First, a MR damper was tested with various test parameters to obtain the performance curves of the MR damper under different loading conditions, including different electric currents, loading frequencies, loading wave types, and working temperatures. The MR damper was then installed on a cable to reduce the cable vibration. A 7.16 m long stay cable with a prototype-to-model scale factor of 8 was established for this study. The frequencies of the stay cable under different tension forces were measured and compared with those obtained through theoretical calculations. Then, a free vibration control test was carried out with the MR damper being installed at the 1/4 point of the cable. In the forced vibration test, a shaker was installed at 0.18 m from the lower end of the cable. The measured data show that the damper is efficient for cable vibration control within its working current range (zero to maximum) although there is a saturation effect. It was also observed that the damper could reduce cable vibration under a variety of excitation frequencies, especially for resonant vibrations.