The invention discloses a state index evaluation and optimization method based on signal detection and ROC analysis. The method comprises a step of determining a target moving component and a failuremode and preparing monitoring signals of the moving component in a healthy state and the failure mode, a step of combing state indexes and extracting the state indexes from a healthy signal and a failure signal, and establishing a state index set, a step of estimating probability density functions of state indexes in a healthy state and a failure state, a step of calculating a state index discrimination index based on the signal detection theory and carrying out state index estimation, a step of solving an ROC curve, a step of constructing an optimization target function based on the ROC curve, and a step of solving an equation, obtaining an optimization target function minimum point, and thus obtaining a state index optimal threshold. The method provided by the invention has the advantages of a simple principle, simple operation and high stability and reliability and is applicable to the state index evaluation and optimization of various rotating machinery state monitoring and fault diagnosis.