The present invention provides a method of detecting shaft break in a shaft system comprising a shaft coupled between two masses. The method comprises a number of steps. Firstly, to define a time-dependent rotational speed equation for the shaft in terms of system inertia for an engine transient event. Then to discretize the rotational speed equation in terms of a discrete time constant in the discrete domain. Then to recursively define the discretized equation to give a recursive equation and to solve the recursive equation to determine the discrete time constant. Then to define a threshold as a function of engine power and then to set a shaft break signal to TRUE if the discrete time constant is greater than the threshold. A shaft break detection system is also provided by the present invention.