Damage detection is the basis of the damage identification task in Structural Health Monitoring. A good damage detection process can ensure the adequate work of a SHM System because allows to know early information about the presence of a damage in a structure under evaluation. However this process is based on the premise that all sensors are well installed and they are working properly, however, it is not true all the time. Problems such as debonding, cuts and the use of the sensors under different environmental and operational conditions result in changes in the vibrational response and a bad functioning in the SHM system. As a contribution to evaluate the state of the sensors in a SHM system, this paper describes a methodology for sensor fault detection in a piezoelectric active system. The methodology involves the use of PCA for multivariate analysis and some damage indices as pattern recognition technique and is tested in a blade from a wind turbine where different scenarios are evaluated including sensor cuts and debonding.