Abstract Data science (DS) applications not only suffer from traditional software faults but may also suffer from data‐specific and model‐related faults. Fault models play an important role in evaluating and designing tests for testing DS applications. The existing fault models do not consider DS specific faults. In this study, we built a fault model DS applications. We investigate the faults by using diverse approaches: (i) a multi‐vocal literature survey of published literature, (ii) semi‐structured interviews of industry experts. The Multi‐vocal study allows us to synthesize the existing knowledge from researchers and practitioners. Qualitative data from semi‐structured interviews provide us with insights into the nature of faults encountered by practitioners. We combine the results of (i) and (ii) to derive a detailed fault model. The developed fault model is further validated through a quantitative survey of industry practitioners, and the respondents were asked to identify the faults from our proposed fault model that they have experienced and classify those faults based on their severity as perceived by practitioners and its frequency. The results show that practitioners consider prediction bias and model decay as the most severe faults while data sampling and splitting faults along with feature engineering faults are the most frequent.