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Based on Wavelet packet decomposition and Mahalanobis distance, a method of IGBT state recognition applied to urban rail vehicles auxiliary inverter circuit is proposed. Firstly, establishing the Matlab circuit model, simulating and analyzing the abnormal states and normal state, the eigenvectors of the output current signal is obtained for wavelet packet decomposition. After obtaining the characteristic samples in different circuit states, the characteristic samples are used to calculate the Mahalanobis distance of each critical fault and normal condition, then the recognition threshold is obtained. In practical application, calculate the distance between the circuit to be measured and the normal state with Mahalanobis distance, and then compare the threshold interval to complete the circuit state recognition. The results shows that the method can directly recognize IGBT state, distinguish the parameter fault and the structural fault.