Aiming at the low efficiency of DC filter capacitor open-circuit fault location method in HVDC transmission project, which threatens the safety of maintenance personnel, a probabilistic neural network based open-circuit fault location method of DC filter capacitor is proposed. Firstly, the principal component analysis method is used to filter the redundant information, which not only reduces the dimension of the data, but also obtains the eigenvector that can effectively reflect the operating state of the DC filter capacitor. Then, the probabilistic neural network is used to classify the feature vector, so as to realize the location of capacitor open-circuit fault. The validity of the proposed location method is verified by using the sample data of DC filter capacitor operation state. Meanwhile, considering the different number of capacitor elements with open-circuit fault, the adaptability of the proposed location method is verified. The experimental results show that the proposed method has better accuracy in locating the open-circuit fault of DC filter capacitor.