Aiming at the problem that the sub-health state of subway door is difficult to identify, a sub-health state identification method based on time series data mining was proposed. First of all, the angle, speed and current data of the subway door motor were discretized by combining multi-scale sliding window method and Extension of Symbolic Aggregate approXimation (ESAX) algorithm. And then, the features were obtained by calculating the distances among the templates under the normal state of the subway door, in which the Principal Component Analysis (PCA) was adopted to reduce feature dimension. Finally, combining with basic features, a hierarchical pattern recognition model was proposed to identify the sub-health state from coarse to fine. The real test data of subway door were taken as examples to verify the effectiveness of the proposed method. The experimental results show that the proposed method can recognize sub-health state effectively, and its recognition rate can reach 99%.