Gyro’s fault diagnosis plays a critical role in inertia navigation systems for higher reliability and precision. A new fault diagnosis strategy based on the statistical parameter analysis (SPA) and support vector machine(SVM) classification model was proposed for dynamically tuned gyroscopes (DTG). The SPA, a kind of time domain analysis approach, was introduced to compute a set of statistical parameters of vibration signal as the state features of DTG, with which the SVM model, a novel leing machine based on statistical leing theory (SLT), was applied and constructed to train and identify the working state of DTG. The experimental results verify that the proposed diagnostic strategy can simply and effectively extract the state features of DTG, and it outperforms the radial-basis function (RBF) neural network based diagnostic method and can more reliably and accurately diagnose the working state of DTG.