This article proposes a nonlinear electro-mechanical impedance spectroscopy (NEMIS) methodology for the entire loosening stage monitoring of bolted joints. Unlike the conventional electro-mechanical impedance spectroscopy (EMIS) implemented in the frequency domain, NEMIS utilizes a temporal interrogating signal to procure the developed nonlinear impedance spectrum. It can harness the structural resonance information akin to the conventional EMIS, while concurrently capturing the contact acoustic nonlinearity (CAN) features with only one solitary Piezoelectric Wafer Active Sensor (PWAS). To elucidate the underlying principles of NEMIS, a comparative analysis juxtaposing the conventional EMIS, nonlinear ultrasonic techniques, and the proposed NEMIS was conducted. Subsequently, a reduced-order analytical model was established to simulate the rough contact interfaces of the bolted joints under various looseness states. Parametric studies were carried out to demonstrate the resonance deviation and nonlinear features resulting from the bolt looseness. Ultimately, the experimental implementation of NEMIS for the entire loosening stage monitoring of the bolted joint was performed compared with the conventional EMIS method. It was proved that NEMIS could detect both the incipient bolt loosening at an embryo stage and severe loosening of the bolted joint at the terminal period, integrating the continuous monitoring capability of conventional EMIS and the sensitivity of nonlinear ultrasonic methodology. The quantification on the severity of bolt loosening was accomplished via both linear and nonlinear damage indices, exhibiting a consistent trend with the gradations of bolt looseness. The article culminates in a summary, concluding remarks, and suggestions for future work.