A diagnosis system that provides early warnings regarding machine malfunction is very important for rolling mill so as to avoid great losses resulting from unexpected shutdown of the production line. But it is very difficult to provide early warnings in rolling mill. Because dynamics of rolling mill is non-linear. This paper shows a chaotic behavior of vibration signal in rolling mill using embedding method. Not only phase plane and Poincare map are implemented but also FH and histogram of vibration signal in rolling mill is presented by embedding method.