In an embodiment, a data collection method includes: collecting, by a data collection device, performance indicator data of a target device based on a collection periodicity; detecting change amplitude of the collected performance indicator data that is in a change detection window, where the change detection window includes multiple collection periodicities; and when it is detected that change amplitude of the performance indicator data that is in the change detection window is greater than or equal to a change detection threshold, sending the performance indicator data that is in the change detection window to a data analysis device.