There are various types of autonomous unmanned systems, covering different spaces of sea, land, and air, and they are comprehensively going deep into multiple fields of national security and social life. Due to the development of technology, the scale of unmanned systems is getting larger and larger, the number of components in the system is increasing, and the operating environment of the system is also becoming more and more complex. Therefore, the probability of failure of the components of the system will also be significantly increased. In order to eliminate the impact of the fault in time, the fault diagnosis method is significant. Considering the differences of components in autonomous unmanned systems, if a specific fault diagnosis algorithm is designed for each type of component, it will bring difficulties to the coordinated control of the system. Therefore, this paper analyzes the data characteristics of unmanned autonomous system devices (such as sensors) and finds that these data have time series. Therefore, the data of different devices can be converted into time series, and a general fault diagnosis algorithm suitable for most devices can be studied. The fault diagnosis algorithm is based on the clustering algorithm. In order to improve the clustering effect, the time series of different devices are represented by Gaussian mixture clustering to reduce the computational complexity of the clustering calculation. Then, a time series similarity measurement method based on the improved Markov chain is proposed. This method can better distinguish normal samples from abnormal samples so as to classify and identify faults effectively.