Power system disturbances can be identified accurately with the real-time data measured by phasor measurement units（PMUs）. This provides a fast and accurate approach for the system operators. A minimum volume enclosing ellipsoid（MVEE）algorithm is proposed to identify system disturbances. The measurement data are mapped to multidimensional space to search for a minimum volume ellipsoid for enclosing the sampling data using the KY（Kumar and Yildirim）algorithm. The system disturbances can then be identified using the volume and radius of the ellipsoid. The method has been tested with ERPI36-bus test system in the scenarios of short fault and abrupt load change impact. The results show that the volume and radius of ellipsoid would greatly change at the same time of the disturbance. The MVEE algorithm has good performance for identifying the system disturbances.