Despite various successful applications of Lead Zirconate Titanate (PZT) transducers in the electromechanical impedance (EMI) technique for structural health monitoring (SHM), fundamental research work on the sensitivity of the PZT transducers for damage detection is still in need. Conventionally, the root mean square deviation (RMSD) is utilized to statistically analyze the differences between the pre-damage and the post-damage electromechanical admittance signatures of a PZT transducer. Recently, another damage index method based on the structural impedance has been derived and successfully used for structural damage diagnosis. This paper presents a comparison of the sensitivity of these two methods to the damages in a concrete structure. An experimental test is carried out on a two-storey concrete frame subjected to base vibrations that simulate the earthquake and underground explosions. A number of PZT transducers are regularly arrayed and bonded to the concrete frame structure. After each phase of vibration loading, the PZT transducers are scanned to acquire the raw signatures of the PZT admittance. Subsequently, the damage indices based on both the raw signatures and the structural impedance extracted from the raw signatures are calculated. Results show that the PZT transducers with different distances away from the damage have different sensitivity to the structural damage. The relation between the damage index and the distance of the PZT transducer away from the damage is studied. Consequently, the sensitivity of the PZT transducers is discussed, and their sensing region in concrete is derived.