A conveyance abnormality prediction system includes an estimation unit that has a learned model having machine learned a relationship between a data set including sensor data outputted, at a time of substrate transport in the past, from each of a plurality of sensors provided on a substrate transport unit and a degree of conveyance abnormality at the time of the substrate transport, estimates a degree of conveyance abnormality at a time of new substrate transport by using, as an input, a data set including sensor data outputted from each of the plurality of sensors at the time of the new substrate transport, and outputs the estimated degree of conveyance abnormality.