Deep learning (DL) has been used for structural damage detection by training neural network models with a large amount of data. These trained models perform well when the test samples are from the data with an identical distribution of the training data. The distributions are always different due to numerical modelling errors and operational environmental varieties, and the data for damage scenarios is difficult to be obtained in practice. A novel method based on the joint maximum discrepancy and adversarial discriminative domain adaptation (JMDAD) for structural damage detection without labelled measurement data has been developed to address the above issues. To reduce the influence of external excitations in practice, the transmissibility function of measured structural responses is used for structural damage detection. The proposed network includes a feature generator, two classifiers and one discriminator. Firstly, the feature generator and domain discriminator are to extract features and merge their distributions at the domain level to overcome the issue of insufficient data from the target real structure. Secondly, the generator and two classifiers are optimised to align their distributions at the class level using the classification discrepancy between the two classifiers. As a result, the damage-sensitive features are extracted and aligned to eliminate modelling errors and operational environmental varieties between the source and target structures. Three case studies have been conducted in this paper, e.g., one case between two building structures with different storeys, another case between the numerical and experimental structures subjected to random and earthquake excitations and the application of Canton Tower. The results show that the proposed method is much robust to the measurement noise and operational environment and the structural damage is identified accurately without labelled measurement data from the target structure in operational environments.