A method leveraging cooperative game theory is proposed to determine the combined weights of the mechanical system of a scraper conveyor, with a particular mining face serving as the research object. Additionally, the immune principle is introduced to estimate the health status of the mechanical system. First, a hierarchical analysis model and an immune hierarchical analysis model are established for the mechanical system of the scraper conveyor. The analytic hierarchy process, fuzzy statistics method, and entropy weight method are employed to determine the individual weights of each component in the mechanical system. Subsequently, the combined weights of various components in the mechanical system of the scraper conveyor are calculated using the cooperative game method. Second, the health values and health status of each component are calculated based on the sequence vector of component states output by the immune principle and the comprehensive weight vector. Finally, the weight vector of the mechanical system of the scraper conveyor is obtained based on the analytic hierarchy process. The health status of the entire mechanical system is then evaluated using the health status data of each component as the initial data for the system layer. The research results demonstrate that the presented method effectively obtains the health status of the mechanical system of the scraper conveyor by considering the physical characteristics of each component. Moreover, it facilitates the effective formulation of maintenance and repair plans for various components of the system.