To effectively detect the hidden fault of transformer winding, a new vibration detection method of transformer winding is proposed, which combines grey correlation analysis and entropy weight theory, and is based on the inherent relations of vibration frequency response (VFR) curves at several measuring points. The grey correlation degree and grey area correlation degree of VFR curves at each measuring point are computed based on grey theory, then entropy weight correlation degree is defined and the state of transformer winding is tested. The VFR experimental results of some 220 kV transformer winding under normal and lossened condition are analyzed. The results show that the computed results based on proposed method agree well with the preset condition of transformer winding, which well illustrates the loosened degree of transformer winding, and has better application value.