Electrohydrostatic actuator is a type of actuator that uses hydraulic energy as the energy transmission carrier, which has the advantages of small size and high power. Since it is commonly used in harsh conditions such as strong vibration, high pressure, and heavy loads, condition monitoring and fault diagnosis of its hydraulic system are particularly important. This paper proposed a novel fault feature extraction method and applied to fault diagnosis of electrohydrostatic actuator. Firstly, the pressure signal of the hydraulic system is decomposed at multiple scales to obtain the center frequency of its maximum energy intrinsic mode component, and the feature data set is constructed based on the statistical features of the time domain. Then, a fault identification model of hydraulic system based on support vector machine is established. Finally, the fault classification and identification results of the hydraulic system are outputted. After a variety of method comparisons, the method proposed in this paper has a fault time ratio accuracy of 96.7%, which provides a basis and a new way for the fault diagnosis of the hydraulic system.