As the operation years of metro vehicles increase, the malfunction of auxiliary inverter occurs frequently, which seriously restricts the safe operation of rail transit, and timely diagnosis of faults is essential. Aming at the typical high power device open-circuit fault for train auxiliary inverter, a fault diagnosis method based on ensemble empirical mode decomposition (EEMD) and genetic algorithm optimized BP neural network (GA-BP) is proposed. The method uses the inverter output three-phase half-wave voltage value as the monitoring signal, and extracts the fault feature vector by means of energy moments through EEMD decomposition. The fault intelligent diagnosis is realized based on GA-BP neural network. Simulation results show that the fault diagnosis accuracy of this method can reach 95.5%.