The invention discloses a steering engine reliability simulation sampling method based on Markova chain Monte Carlo, which comprises four stages: 1, Markova process simulation, namely selecting the initial state of a Markova chain, determining a random transition sampling probability density function, determining the next state of the Markova chain and constantly repeating to generate random sample points, of which the limit distribution is asymptotically optimal, of an importance sampling density function; 2, kernel density estimation, namely selecting a kernel density function, determining a window width parameter and a local bandwidth factor and generating a mixed importance sampling probability density function by using a self-adaptive width and kernel density estimation method according to Markova state points; 3, importance sampling, namely performing importance sampling according to the mixed importance sampling probability density function generated in the second stage; and 4,statistical calculation, performing failure probability estimation according to the important sample points generated in the third stage and calculating the failure probability of the system. The method effectively solves the problems of low simulation efficiency, low precision and mixed system.