An experimental study on vibration control of one stay cable using a magnetorheological fluid (MR) damper is described in the paper. A 14m-long stay cable model, which is a 1:16 scale model of a 220m-long prototype stay cable in the actual structure, is established for the experimental investigation.The planar sinusoidal excitations with the resonant frequencies are generated by the exciter installed perpendicular to the stay cable model at a point near the low anchorage. The modal testing on the unimpeded stay cable is first performed to identify the actual modal properties and the dynamic performances. Then a series of vibration control tests are conducted on the stay cable incorporated with a small-size MR damper near the low anchorage under the sinusoidal excitations with the first two modal resonant frequencies. The control efficacies and the dynamic performances of the combined cable/MR damper system corresponding to the different current inputs to the MR damper and the semi-active MR damper are investigated comparatively. The experimental results of the vibration control of the stay cable model indicate that the semi-active MR damper can achieve much better control efficacy than the passive MR dampers supplied with constant currents, and the reason can be attributed to the pseudo-negative stiffness generated by the semi-active MR damper.