The operation of heating, ventilation, and air conditioning (HVAC) systems is usually disturbed by many uncertainties such as measurement errors, noise, as well as temperature. Thus, this paper proposes a new multiscale interval principal component analysis (MSIPCA)-based machine learning (ML) technique for fault detection and diagnosis (FDD) of uncertain HVAC systems. The main goal of the developed MSIPCA-ML approach is to enhance the diagnosis performance, improve the indoor environment quality, and minimize the energy consumption in uncertain building systems. The model uncertainty is addressed by considering the interval-valued data representation. The performance of the proposed FDD is investigated using sets of synthetic and emulated data extracted under different operating conditions. The presented results confirm the high-efficiency of the developed technique in monitoring uncertain HVAC systems due to the high diagnosis capabilities of the interval feature-based support vector machines and k-nearest neighbors and their ability to distinguish between the different operating modes of the HVAC system.