Fault diagnosis and classification (FDC) is an important part of prognostics and health management for ensuring safety and performance in the flight. However, it is challenging to achieve accurate FDC only based on single senor readings. In this paper, a fused FDC model among multiple different sensors is stabled by a hybrid deep learning architecture combining a sparse autoencoder (SAE) and a convolutional neural network (CNN). The hybrid model uses the SAE to enhance the hidden fault signal features in the multiple sensor signals, and then classifies the obtained feature map using the CNN. This method, which combines the advantages of the SAE in feature extraction and of the CNN in local feature recognition, fully utilizes the spatiotemporal coupling characteristics of multi-sensor signals. The FDC accuracy obtained by the proposed method when applied to a flight test data set is 93.78%, compared with 66.67% obtained using the combined SAE and feedforward neural network method and 83.11% obtained using the CNN only.