A strong tracking robust extended Kalman filter is proposed for attitude control systems of satellite with state delay and unknown uncertainty to implement concurrent fault estimation of actuator and sensor. Firstly, considering the system noise, taking the faults as the auxiliary variables of the system, an augmented time-delay nonlinear system is established. Then, a robust extended Kalman filter is proposed, and a robust upper bound is introduced to decrease the linearization error. Further, for low accuracy of prediction covariance caused by system process uncertainties, a strong tracking algorithm based on multiple sub-optimal fading factors is introduced to decrease the influence of uncertainty on filtering accuracy. Finally, a simulation example is given to compare the proposed method with the robust extended Kalman algorithm as well as the extended Kalman algorithm. The simulation results show that, compared with the other two algorithms, the average value of the root mean square error of the state estimation and fault estimation by the proposed method is reduced by 69.2%, 60.6% and 88.1%, 78.9%, respectively. The simulation results verify the effectiveness of the design scheme.