I control-f-ed through common.j and found this:
constant unitevent EVENT_UNIT_DAMAGED
It isn't mentioned in blizzard.j, which probably means that it isn't available in GUI, and I haven't tested it out or anything, but not everything that is possible can be done in GUI or by converting it to JASS.
Unless you mean strictly when a unit is dealt damage by an attack. I also haven't tested it.
Also I found these:
// EVENT_UNIT_DAMAGED
constant native GetEventDamage takes nothing returns real
constant native GetEventDamageSource takes nothing returns unit
It is quite useful to read through common.j, because it might allow you to do things you were otherwise unable to do.