A method for diagnosing analog circuit fault based on cross wavelet features includes steps of: inputting an excitation signal to an analog circuit under test, and collecting time domain response output signals to form an original data sample set; dividing the original data sample set into a training sample set and a test sample set; performing cross wavelet decomposition on both sets; applying bidirectional two-dimensional linear discriminant analysis to process the wavelet cross spectra of the training sample set and the test sample set, and extracting fault feature vectors of the training sample set and the test sample set; submitting the fault feature vectors of the training sample set to a support vector machine for training an SVM classifier, constructing a support vector machine fault diagnosis model; and inputting the fault feature vectors of the test sample set into the model to perform fault classification.