Gearbox is a system with complex structure, and the impact of input and output are many factors, so a single-input and single-output transfer characteristics of the system can’t accurately reflect that the actual status of the operation characteristics of the gearbox. In this paper, based on the ARX method of multi-input multi-output modeling, it used the two input signals (the input shaft torque and speed signal) and the three output signals (the output shaft torque, rotational speed signal and the vibration acceleration signal collected from gearbox surface) in this model, and the gearbox model was created as a two-input three-output system. It is shown in the experiment that: ARX model analyze the state of the gearbox from the point of the inherent characteristics of the system, and it can effectively distinguish the different fault states.