Abstract: Many factors could cause the parts failure of the high-speed EMU. Failure diagnosis should be focused on the analysis of multiple links and their interaction rules. Association rule mining technique has advantages in association discovery, which can discover the relationship between parts failure of EMU and real-time status of high-speed EMU. This article introduced basic concept of big data mining, association rule and Apriori Algorithm. Apriori Algorithm was adopted to diagnose failure of high-speed EMU, find the rule of failure, and generate strong association rule. This strong association rule would become helpful to make decisions on the failure diagnosis for key parts of high-speed EMU.