Structural Health Monitoring (SHM) often relies and will increasingly benefit from combination of sensing systems rather than a single sensing approach. The obvious advantage is the acquisition of heterogeneous information that can be combined to verify the presence of damage in structural components. The drawback is the accumulation of large amount of data that has to be processed, making the practical aspect of SHM often times complex. This paper evaluates the benefits and the challenges of fusing data recorded from multiple Non-destructive Evaluation (NDE) methods, including Acoustic Emission (AE), Digital Image Correlation (DIC) and Infrared Thermography (IR) when testing masonry components. The application of the presented sensing system is demonstrated on partially grouted concrete masonry shear walls that were fabricated and tested at Drexel University as part of NSF funded project. First, the use of the Digital Image Correlation method is validated on small scale assemblages of concrete masonry. Results shown clearly show that DIC provides useful surface full field strain maps that show "hot spots" in the regions where failure occus. A drawback of DIC is the need to record images at a constant rate in order to capture fast occurring events such as crack formation, which typically results in large amounts of stored data. To this aim, this paper shows how AE can be a great complement to DIC measurements. Conversely, although AE is sensitive to newly formed cracks as well as growing flaws, it is also affected by unwanted noise sources (environmental and operational) that are not related to damage. While advanced pattern recognition techniques have been proposed to separate damage related information from spurious AE events, their robustness and effectiveness are still not universally proven. In this context, DIC offers visual, full field information that can validate AE results, while DIC monitoring can be triggered by AE in situ data acquisition forming an intelligent SHM system. Finally, based on the available DIC and AE damage sensing capabilities, IR was used to during masonry testing, and local changes of temperature are compared with relevant mechanical and NDE information.