A shear friction damper with two resistances and displacements was designed to improve the safety and comfort of a building under different horizontal loads. Pseudo-dynamic loading experiment was conducted on 4 full-scale damper assemblies with different loading procedures. The resistances of the dampers were set by adjusting the fastening forces of connecting bolts. The experimental results indicated that the damper provided adjustable low and high frictional resistances, respectively, in small and large displacements, and the transition speed between low and high frictional resistances depended on loading procedure and the clearances in kinematic pairs. The combination of steel and Al alloy plates as a frictional pair showed a stable frictional coefficient.