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Exponential window function is widely used in impact hammer testing to reduce leakage error as well as to get a good S/N ratio. The larger its decaying rate is, the more effectively the leakage errors are reduced. But if the decay rate of the exponential window is too large, the FRF is distorted. And the modal parameters of the system can not be exactly identified by modal analysis technique. Therefore, it is a difficult problem to determine proper decay rate in impact hammer testing. In this paper, amount of the FRF distortion caused by exponential window is theoretically uncovered. A new circle fitting method is also proposed so that the modal parameters are directly extracted from impulse response spectrum distorted by the exponential-windowed impulse response data. The results by the conventional and proposed circle fitting method are compared through a numerical example.