In view of the complex dynamic response law of the engine’s thin-walled casing support system under rubbing excitation and the difficulty of character identification of rubbing fault based on the vibration signal of the casing, a numerical simulation method for the mechanism analysis of the fault characteristics was presented. An equivalent dynamic three-dimensional solid model of the thin-walled casing system was established and the rubbing excitation was simplified by equivalent mechanics. Then the periodic rubbing fault was simulated numerically with transient dynamics method. Based on analysis of the inherent characteristics of the system, the time domain and frequency domain response characteristics were studied and the rubbing fault feature was obtained. The dominant frequency of the casing displacement vibration signal was the low-order natural frequency of the system, and the dominant frequency of the acceleration vibration signal was the rub-impact excitation frequency and its multiples. The above conclusions can be used as the basis for rub-impact faults and provide references for early fault diagnosis.