A fault cause estimating system includes: an initial model generating section which creates an initial fault derivation model indicating a derivation among faults and an initial event derivation model indicating a derivation among the faults and events, based on a basic model definition; an extended Baum-Welch calculating section which creates a fault derivation model which is a transition of a combination of device classes and faults and an event derivation model which is a transition of a combination of device classes and events, based on a instance definition, a class definition, the initial fault derivation model, the initial event derivation model and an event sequence for learning; an instance derivation probability calculating section which creates an instance deviation model of a derivation of an occurrence device based on the event sequence for learning; and an extended Viterbi calculating section which estimates an event cause fault based on the instance definition, the fault occurrence location class definition, the fault derivation model, the event derivation model, the instance derivation model, and the fault cause estimation event sequence.