The invention discloses a fault diagnosing device and a method for a stochastic hybrid system based on a robust estimator. The device comprises: a fault input unit, which is configured to input an unknown actuator fault uF(k) to a stochastic hybrid system, and determine a fault model of the stochastic hybrid system; a residual determining unit, which is configured to respectively determine a continuous state estimation as shown in the description and a discrete state estimation as shown in the description of the stochastic hybrid system in a discrete state and a continuous state, and determinethe residual rC(k), based on the robust estimator and the fault model; and a determining unit, which is configured to determine whether the actuator fault has an impact on the stochastic hybrid system according to the rC(k). The invention designs a robust estimator, which uses an idea of replication to estimate the state of the system; estimates the residual to fit the fault according to the information obtained by the robust estimator; and uses FDI algorithm to detect and isolate the fault of a fan. Thus, unknown faults of the stochastic hybrid system can be solved.