This paper connects the fractal theory with the mechanical fault diagnosis

discusses the basic concept of the fractal dimension

and makes a comprehensive analysis on diagnostic procedure based on the fractal theory

including the technique of the phase space reconstruction for deriving the co-relation dimension

the wavelet fractal technology

and the diagnosis method of fractal fuzzy neural network

and the correlative arithmetic is presented. The results show that the method of the mechanical fault diagnosis based on fractal theory is more sensitive to initial fault type of complicated mechanical system.