Spatial damage identification is of great significance in mechanical, aerospace, and civil engineering. In this study, a data coupling method based on continuous wavelet transform (CWT) is proposed to identify the spatial damage location of beam-type structures. The singularity of the wavelet coefficient can be used to identify the signal singularity, and data coupling method calculates the spatial location of the damage. Numerical simulations and experimental analyses of different type of beams with transfixion damage are carried out to evaluate the accuracy of the method. The results show that the wavelet based data coupling method (W-DCM) can identify the minimum 4.9% damage severity of fixed beam and continuous beam, and can also identify the damage of non-free end of cantilever beam. However, the 9.7% damage severity of the free end of the cantilever beam cannot be identified. It is also found that the W-DCM can effectively circumvent the problem of wavelet coefficients edge effect. This method and wavelet singularity are used to provide a solution to the problem of structural edge damage identification.