Condition monitoring of wind turbine gearbox based on cointegration by vibration signals is investigated in this research. Firstly, we establish cointegration model of gearbox in normal condition and analyze the stability of the residuals calculated by cointegration model. According to the principle of cointegration, once gearbox failure occurs, the cointegration relationship is broken and the stability of residuals changes. Therefore, we set thresholds of residuals as the early failure warning condition. Finally, through the simulation analysis of gearbox fault data, the computational results verify the effectiveness of proposed approach in monitoring condition of wind turbine gearbox.