The data generated by modern industrial processes often exhibit high-dimensional, nonlinear, timing, and multiscale characteristics. Presently, most of the fault diagnosis methods based on deep learning only consider the part of the characteristics of industrial data, which will cause the loss of part of the feature information during training, thereby affecting the final diagnosis effect. In order to solve the above problems, this article proposes an end-to-end multiscale feature learning method based on model fusion, which can simultaneously extract multiscale spatial features and temporal features of data, effectively reducing the loss of feature information. First, this article combines the convolutional neural network (CNN) with residual learning and designs a multiscale residual network (MRCNN) to extract high-dimensional nonlinear spatial features of different scales in the data. Then, the extracted features are input into the long and short-term memory (LSTM) network to further extract the temporal features of the data. After the fully connected layer, it is input into the classifier for final fault classification. The residual learning in MRCNN can effectively avoid the problem of model degradation and improve the training efficiency of the model. Through the fusion of MRCNN and LSTM, we can significantly improve the feature extraction ability of the model, thereby greatly improving the diagnosis effect. In the final case experiment, the method improved the comprehensive diagnostic accuracy of the Tennessee-Eastman (TE) process and industrial coking furnace datasets to 94.43% and 97.80%, respectively, which was significantly better than the existing deep learning model and proves the effectiveness and superiority of this method.