The invention discloses an oil-immersed transformer fault-related index screening method. The existing methods cannot comprehensively utilize operation state information generated in operation processes of transformer, and cannot carry out specific index selection aiming at different fault types. According to the method, non-parametric MWW verification is carried out to judge whether faulty transformer data and normal transformer data have same probability density distribution on the basis of frequency distribution statistic carried out on a plurality of indexes of the faulty transformer data and the normal transformer data, so that the method is capable of selecting fault-related indexes from wider indexes in allusion to different transformer faults, but not selecting fault-related indexes from several presently used fixed indexes in the industry of oil-immersed transformers; and compared with other index selection method, the method disclosed by the invention is simple, practical and easy to operate.