A diagnosis system that provides early warnings regarding machine malfunction is very important for rolling mill so as to avoid great losses resulting from unexpected shutdown of the production line. But it is very difficult to provide early warnings in rolling mill. Because dynamics of rolling mill is non-linear. This Paper proposes a new method for diagnosis of rolling mill using wavelet transform(W) to solve this problem. Proposed method that measures the vibration signals of rolling mill on-line and analyze it using wavelet to acquire pattern data. And we design a fault-diagnosis system that diagnose a rolling mill using this data. Validity of the new method is asserted by real numerical data experiment.