A failure prediction system for performing failure prediction to a monitoring target device by detecting a state, comprising: a state detection unit for detecting state signals of no smaller than two different kinds, and outputting a detection signal corresponding to each of the state signals; a phase processing part for synchronizing a plurality of the detection signals; a signal analysis part for calculating a feature value indicating a feature of the state for each of the detection signals from the phase processing part; and a failure prediction part for performing failure prediction of the monitoring target device for each of the feature values by comparing the feature value in question and a reference value set in advance.