The safety and reliability of the automobile power train impacting durability test-bed are key technical indexes of the test-bed. Fault diagnosis frequently, accurately and timely is one of the important ways of increasing the safety and reliability of the test-bed. To ensure the reliability service of the test-bed and the testing personnel security, this paper deeply analysed the mechanical failure mechanism of the test-bed, and pointed at the fault characteristics of the test-bed, we diagnosed the fault of the test-bed based on data and model method. In the data based method, Wavelet theory was used to diagnose the fault of the test-bed rotor. To make up the lack of the data based method, the Kalman filter was used to diagnose and simulate the drop of inertia disc based on the model. The results showed that it could meet the demand of diagnosis of mechanical fault of the test-bed based on the data and model method as well as improve the safety and reliability of the test-bed, moreover provide a foothold for diagnosing the complete machine fault of the test-bed.