The relation between frequency band and testing sensitivity of electro mechanical impedance (EMI) based structural health monitoring technique was studied quantitatively, with WK 6500B precision impedance analyzer. In an aluminum beam structure with the size of 1 250 mm×100 mm×3 mm, the 1.2 mm diameter hole damage drilled at 1 000 mm from the PZT center was tested at 7 frequency bands between 10 kHz 10 MHz. The sensitivity of EMI technique was investigated with two evaluation indicators: the frequency shift of impedance peaks Δf and root mean square deviation (RMSD) of PZT electric impedance signatures, respectively. The results showed that in the kHz frequency range, the frequency shifts Δf and RMSD value both firstly increased and then decreased with testing frequency band. In 280 340 kHz, EMI technique had the highest sensitivity to hole damage. In MHz frequency range, the frequency shifts Δf became more significant, and a prominent frequency shift of 25.0 kHz was observed at 6.18 MHz. Since the impedance signals in kHz and MHz frequency bands were different, in the actual testing process, the results in kHz and MHz frequency bands should be considered together to improve the sensitivity to minor damages.