Disclosed are a fault early-warning method and a fault early-warning system applied to a gas turbine unit, and an apparatus. The method includes: calculating, by means of a mechanism model, predicted data of prediction parameters in a gas turbine unit, and performing data comparison on the predicted data and real data of the prediction parameters, so as to obtain an error matrix; constructing several Kriging primary functions according to the mechanism model; screening an optimal Kriging primary function from the several Kriging primary functions according to the error matrix, and performing error compensation on the mechanism model by using the optimal Kriging primary function; and performing fault early warning on the gas turbine unit by means of the mechanism model after error compensation. By means of the present application, the problem of a large number of fault false alarms in fault early warning of an existing gas turbine is solved.