In this paper, a design method of a fault diagnosis filter is developed: the authors intend to design a filter whose outputs have informations about faults and are non-zero value in the presence of faults. Linear time-invariant systems are dealt with and faults are modeled as additive ones. The design method is developed by well-known parity space approach. A characteristic of a diagnosis filter designed by the proposed method is directional residual diagnosing faults easily. Effect of system zero to output of a diagnosis filter is studied.