An air handling unit’s energy usage can vary from the original design as components fail or fault – dampers leak or fail to open/close, valves get stuck, and so on. Such problems do not necessarily result in occupant complaints and, consequently, are not even recognized to have occurred. In spite of recent progress in the research and development of diagnostic solutions for air handling units, there is still a lack of reliable, scalable, and affordable diagnostic solutions for such systems. Modeling limitations, measurement constraints, and the complexity of concurrent faults are the main challenges in air handling unit diagnostics. The focus of this paper is on developing diagnostic algorithms for air handling units that can address such constraints more effectively by systematically employing machine-learning techniques. The proposed algorithms are based on analyzing the observed behavior of the system and comparing it with a set of behavioral patterns generated based on various faulty conditions. We show how such a pattern-matching problem can be formulated as an estimation of the posterior distribution of a Bayesian probabilistic model. We demonstrate the effectiveness of the approach by detecting faults in commercial building air handling units.