An abnormality detection system, support device, and model generation method for generating a more highly accurate abnormality detection model before an actual operation are provided. A model generation part includes a section for generating feature values from state values provided from a state value storage part; a section for calculating importance levels respectively for the generated feature values based on plural methods, wherein the importance levels indicating a degree that is effective for abnormality detection; and a section for integrating the importance levels calculated based on the plural methods for each of the generated feature values and determining rankings of the importance levels of the generated feature values.