Actually, it is difficult to obtain a large number of sample data due to equipment failure, and small sample data may also be missing. This paper proposes a novel small sample data missing filling method based on support vector regression (SVR) and genetic algorithm (GA) to improve equipment health diagnosis effect. First, the genetic algorithm is used to optimize support vector regression, and a new method GA-SVR can be proposed. The GA-SVR model is trained by using other data of the variable to which the missing data belongs, and the single-variable prediction method can be obtained. The correlation analysis is used to reconstruct the training set, and the GA-SVR is trained by using the data of the variables related to the missing data to obtain the multivariate prediction method. Then, the dynamic weight is presented to combine the single-variable prediction method with the multiple-variable prediction method based on certain principles, and the missing data are filled with the combined prediction methods. The filled data are used as input of GA-SVM to diagnose equipment failure. Finally, a case study is given to verify the applicability and effectiveness of the proposed method.