Small sample size leads to low accuracy and poor generalization of industrial fault diagnosis modeling. Domain adaptation (DA) attempts to enhance small samples by transferring samples in other similar domains, but it has limited application in industrial fault diagnosis, since the differences in working conditions lead to large variations of fault samples. To address the above issues, this article proposes a heterogeneous sample enhancement network with lifelong learning (HSELL-Net). First, a heterogeneous DA subnet (HDA-subnet) is presented, in which the designed heterogeneous supporting domain ensures dimension alignment and the designed distribution jointly matching improves the performance of distribution matching; thus, fault samples from other working conditions can be employed to reliably enhance small samples. Second, a lifelong learning subnet (LL-subnet) is designed, in which the proposed Admixup and shared knowledge repository enable incremental samples to further enhance small samples without retraining the network. The two subnets are mutually embedded and reinforced to enhance the number and types of small samples; thus, the accuracy and generalization of fault diagnosis under industrial small samples are improved. Finally, benchmark simulated experiments and real-world application experiments are conducted to evaluate the proposed method. Experimental results show the HSELL-Net outperforms the existing works under industrial small samples.