There are provided a data preprocessing device and a method thereof. A data preprocessing device according to an embodiment of the present disclosure includes a risk level analyzing unit configured to calculate a failure risk level of a target system using failure history information of the target system and characteristic information of the target system; a collection period setting unit configured to determine a data collection period from the target system according to the calculated failure risk level; and a preprocessing unit configured to preprocess data collected from the target system according to the data collection period.