The invention provides a fault diagnosis and pre-warning system in the oil refining production process and an establishment method of the fault diagnosis and pre-warning system. The method comprises the steps of establishing a multilevel flow model in the oil refining production process, determining a fault propagation path, conducting hazard and operability (HAZOP) analysis on the oil refining production process, determining a plurality of static nodes and a plurality of dynamic nodes, determining the connected relation of the static nodes and the dynamic nodes, establishing at least one alternative model, adopting the dynamic Bayesian network structure scoring mechanism for scoring of the alternative models, determining the alternative model with the highest score as a fault multilevel related model, determining the conditional probability relation between the static nodes and the dynamic nodes in the fault multilevel related model, and establishing a fault diagnosis and pre-warning module. The established fault multilevel related model and the fault diagnosis and pre-warning module have the higher fault propagation and fault tracing and reasoning capability, and accurate diagnosis and timely warning of faults generated in the oil refining production process can be achieved.