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Aiming at the heavy-lift LH2/LOX staged combustion cycle engine, a real-time fault diagnosis algorithm based on ARMA model was designed for the main stage working condition of the rocket engine. The threshold solution method and fault discrimination criteria were also improved, which is the foundation of liquid rocket health management system. Firstly, the fault model of the engine was established, and the fault data of typical faults were obtained; Secondly, an improved ARMA model, threshold algorithm and fault discrimination criterion were designed; Finally, the simulation results show that the improved algorithm could be implemented in milliseconds, and meet the requirements of the engine fault diagnosis system.