This paper proposes a novel anomaly detection system for spacecrafts based on data mining techniques. It constructs a nonlinear probabilistic model w.r.t. behavior of a spacecraft by applying the relevance vector regression and autoregression to massive telemetry data, and then monitors the on-line telemetry data using the model and detects anomalies. A major advantage over conventional anomaly detection methods is that this approach requires little a priori knowledge on the system.