The invention discloses a data missing filling method based on adjacent data features to solve the problem that data missing appears when data is used for carrying out fault diagnosis on equipment. In the process, the position of a missing value is found, the relations between the missing value and adjacent data thereof and between the missing value and data equal to the adjacent data are mined with the features that system online monitoring data cannot be changed suddenly and has a certain periodicity, and then the missing data is filled.