A device abnormality diagnosis method for a device to be diagnosed constituting a plant includes: obtaining time-series data of a plurality of state amounts of the plant which are correlated to an abnormality of the device to be diagnosed; a step of obtaining abnormality diagnosis data on the plurality of state amounts by performing pre-processing on at least one state amount of the plurality of state amounts to exclude, from the time-series data on the state amounts, data of the at least one state amount obtained in an exclusion period which is at least a part of a transient state period during which the device to be diagnosed is affected by a state change of another constituent device of the plant; and a step of performing abnormality diagnosis on the device to be diagnosed on the basis of the abnormality diagnosis data of the plurality of state amounts.