The invention discloses a device, a method and a system for monitoring a state of a hydraulic system. The method comprises the following steps that supervised learning model training is provided, andspecifically, a training set and a test set are divided according to an existing sample data set, and training, verification and optimization processes of the supervised learning model is completed; and the system is initialized, and specifically, the system is started. According to the device, the method and the system for monitoring the state of the hydraulic system, the method comprises the following steps that firstly, data dimensionality reduction is conducted on the large-scale hydraulic measurement original data by using an unsupervised PCA algorithm, the data processing amount is greatly reduced, the training and prediction speed are remarkably improved, the overfitting risk is reduced, the training and prediction speed are remarkably improved, the generalization ability of a modelis improved, and good prediction accuracy is achieved; and the requirement for real-time accurate evaluation of the hydraulic system is met, finally, the prediction accuracy of the hydraulic state can be remarkably improved, and a better application prospect is brought.