A fault detection method in a continuous annealing process based on a recursive kernel principal component analysis (RKPCA) is disclosed. The method includes: collecting data of the continuous annealing process including roll speed, current and tension of an entry loop (ELP); building a model using the RKPCA and updating the model, and calculating the eigenvectors {circumflex over (P)}. In the fault detection of the continuous annealing process, when the T2 statistic and SPE statistic are greater than their confidence limit, a fault is identified; on the contrary, the whole process is normal. The method mainly solves the nonlinear and time-varying problems of data, updates the model and calculates recursively the eigenvalues and eigenvectors of the training data covariance by the RKPCA. The results show that the method can not only greatly reduce false alarms, but also improve the accuracy of fault detection.