Discriminative feature extraction is a challenge for data-driven fault diagnosis. Although deep learning algorithms can automatically learn a good set of features without manual intervention, the lack of domain knowledge greatly limits the performance improvement, especially for nonstationary and nonlinear signals. This paper develops a multiscale information fusion-based stacked sparse autoencoder fault diagnosis method. The autoencoder takes advantage of the multiscale normalized frequency spectrum information obtained by dual-tree complex wavelet transform as input. Accordingly, the multiscale normalized features guarantee the translational invariance for signal characteristics, and the stacked sparse autoencoder benefits the unsupervised feature learning and ensures accurate and stable diagnosis performance. The developed method is performed on motor bearing vibration signals and worm gearbox vibration signals, respectively. The results confirm that the developed method can accommodate changing working conditions, be free of manual feature extraction, and perform better than the existing intelligent diagnosis methods.