This paper deals with the fault detection of a pneumatic control valve using canonical variate analysis (CVA). CVA can find the optimal linear combinations of p-window and f-window data, so that the correlation between these combinations can be maximized. Based on CVA, the p-window data is considered by traditional hotelling T2 statistic and squared prediction error (SPE) indicators, the corresponding fault detection rates (FDR) are low. In order to improve the FDR, a detection indicator based on SMD (square of the Mahalanobis distance) of the residual is proposed in this paper. The proposed indicator considers not only the information in the p-window data, but also that of the f-window data, which can improve the FDRs. The proposed techniques have been validated using a Development and Application of Methods for Actuator Diagnosis in Industrial Control Systems (DAMADICS) benchmark. It concludes that 14 out of the 19 faults can be successfully detected using the proposed method (CVA-SMD). Simulation results have shown that the CVA-SMD can improve the FDR compared with existing CVA-T2 and CVA-SPE methods. Experiments based on real-world data have also demonstrated that the CVA-SMD has better performance than existing PCA-T2, PCA-SPE, PCA-SMD, CVA-T2 and CVA-SPE methods. IEEE