A vehicle fuel gas supply system includes, a fuel line supplying a fuel gas to a gas engine, a shut-off valve and a pressure sensor disposed on said fuel line, and a control section. The pressure sensor is disposed closer to the gas engine in comparison with the shut-off valve. The control section closes the shut-off valve based on a failure diagnostic signal, calculates a pressure drop rate based on pressure information taken in from the pressure sensor after the closure of the shut-off valve and an elapsed time, and judges that the shut-off valve is in a failure state when the pressure drop rate so calculated is smaller than a predetermined pressure drop rate threshold value.