Structural health monitoring (SHM) is a very important area in a wide spectrum of fields and engineering applications. With an SHM system, it is possible to reduce the number of non-necessary inspection tasks, the associated risk and the maintenance cost in a wide range of structures during their lifetime. One of the problems in the detection and classification of damage are the constant changes in the operational and environmental conditions. Small changes of these conditions can be considered by the SHM system as damage even though the structure is healthy. Several applications for monitoring of structures have been developed and reported in the literature, and some of them include temperature compensation techniques. In real applications, however, digital processing technologies have proven their value by: (i) offering a very interesting way to acquire information from the structures under test; (ii) applying methodologies to provide a robust analysis; and (iii) performing a damage identification with a practical useful accuracy. This work shows the implementation of an SHM system based on the use of piezoelectric (PZT) sensors for inspecting a structure subjected to temperature changes. The methodology includes the use of multivariate analysis, sensor data fusion and machine learning approaches. The methodology is tested and evaluated with aluminum and composite structures that are subjected to temperature variations. Results show that damage can be detected and classified in all of the cases in spite of the temperature changes.