For rotating machinery, excitation signals are difficult to measure, making it impossible to detect fatigue damage using nonlinear frequency response function. The purpose of this study is to propose a fatigue damage detection method for gearboxes under stepped load conditions based on normalized nonlinear output frequency response functions (NOFRFs). That is, using the vibration signals from the gearbox during the step loading to calculate the cross power spectrum, and therefrom estimating the normalized NOFRFs. This method is used to detect gearboxes containing prefabricated damaged gears or bearings. The research result shows that gear and bearing damage can lead to an increase in the index value of normalized NOFRFs. The different type of damage lead to the significant diversification of higher-order normalized NOFRFs, which further demonstrates that the method proposed in this article is not only effective in gearbox damage detection, but also has certain potential in fault classification. Then, experimental research for accumulated fatigue damage of gear was conducted. The results show that the normalized NOFRFs index is a better indicator of fatigue damage than the kurtosis index.