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Structural Health Monitoring (SHM) uses wireless sensor network (WSN) to monitor a civil construction’s conditions remotely and constantly for its sustainable usage. Security in WSN for SHM is essential to safeguard critical transportation infrastructure such as bridges. While WSN offers cost-effective solutions for Bridge SHM, its wireless nature expands attack surfaces, making security a significant concern. Despite progress in addressing security issues in WSN for Bridge SHM, challenges persist in device authentication due to the unique placement of sensor nodes and their resource constraints, particularly in energy conservation requirements to extend the system’s lifetime. To overcome these limitations, this paper proposes an innovative authentication scheme with deep learning at the physical layer. Our approach steers away from conventional device authentication methods: no challenge-response protocol with heavy communication overhead and no cryptography of intensive computation. Instead, we use radio frequency (RF) fingerprinting to authenticate sensor nodes. Deep learning is chosen for its ability to discover patterns in large datasets without manual feature engineering. We model our scheme on IEEE 802.11ah, Wi-Fi HaLow of long-range communication and low-power consumption for machine-to-machine (M2M) applications. Simulations and experiments using universal software radio peripheral (USRP) demonstrate the effectiveness of the proposed scheme. By integrating security into Cyber-Physical System/the Internet-of-Things (CPS/IoT) design of WSN for Bridge SHM, our work contributes to critical infrastructure protection.