It is of critical importance to keep a steady operation in the blast furnace to facilitate the production of high quality hot metal. In order to monitor the state of blast furnace, this article proposes a fault detection and identification method based on the multidimensional Gated Recurrent Unit (GRU) network, which is a kind of recurrent neural network and is highly effective in handling process dynamics. Comparing to conventional recurrent neural networks, GRU has a simpler structure and involves fewer parameters. In fault detection, a moving window approach is applied and a GRU model is constructed for each process variable to generate a series of residuals, which is further monitored using the support vector data description (SVDD) method. Once a fault is detected, fault identification is performed using the contribution analysis. Application to a real blast furnace fault shows that the proposed method is effective.