Disclosed is a method for providing warning about a failure in a converter valve. The method comprises: within a predetermined time range, recording time information of status indication signals fed back by thyristor control units (TCU) of a converter valve, performing statistics and comparison of the pieces of time information using a bias statistics method, marking a thyristor level whose bias exceeds a preset value, and determining a probability of failure in the thyristor according to the marking result. Also disclosed is a system for providing warning about a failure in a converter valve. The system comprises a register array used to store bias data of thyristor levels of a converter valve and a high-speed processor used to process, using a bias statistics method, status indication signals fed back by TCUs. The solution of the present invention can identify a thyristor level with a relatively high probability of failure, achieve early warning, and provide a reference for device replacement, thereby reducing a probability of outage of a direct current system due to a failure of a thyristor level, and providing references for device performance optimization and circuit design optimization of a converter valve.