A novel strategy by using a multivariable relevance vector machine coupled with predictive filters for status self-validation of a multifunctional sensor is proposed. The working principle and online updating algorithm of predictive filters are emphasized for multiple fault detection, isolation and recovery (FDIR), and the incorrect sensor measurements are validated online. The multivariable relevance vector machine is then employed for the signal reconstruction of the multifunctional sensor to generate the final validated measurement values (VMV) of multiple measured components, in which its advantages of sparse models and multivariable simultaneous outputs are fully used. With all likely uncertainty sources of the multifunctional self-validating sensor taken into account, the uncertainty propagation model is deduced in detail to evaluate the online validated uncertainty (VU) under a fault-free situation while a qualitative uncertainty component is appended to indicate the accuracy changes of VMV under different types of fault. A real experimental system of a multifunctional self-validating sensor is designed to verify the performance of the proposed strategy. From the real-time capacity and fault recovery accuracy of FDIR, and runtime of signal reconstruction under small samples, a performance comparison among different methods is made. Results demonstrate that the proposed scheme provides a better solution to the status self-validation of a multifunctional self-validating sensor under both normal and abnormal situations.