Condition monitoring is very important in turbo machinery because single failure could cause critical damages to its plant. So, automatic fault recognition has been one of the main research topics in condition monitoring area. We have used a relatively new fault recognition method, Hidden Markov Model(HMM), for mechanical system. It has been widely used in speech recognition, however, its application to fault recognition of mechanical signal has been very limited despite its good potential. In this paper, discrete HMM(DHMM) was used to recognize the faults of rotor system to study its fault recognition ability. We set up a rotor kit under unbalance and oil whirl conditions and sampled vibration signals of two failure conditions. DHMMS of each failure condition were trained using sampled signals. Next, we changed the setup and the rotating speed of the rotor kit. We sampled vibration signals and each DHMM was applied to these sampled data. It was found that DHMMs trained by data of one rotating speed have shown good fault recognition ability in spite of lack of training data, but DHMMs trained by data of four different rotating speeds have shown better robustness.