Regarding the difficulty of extracting fault information in the faulty status of UAV (unmanned aerial vehicle) engines and the high time cost and large data requirement of the existing deep learning fault diagnosis algorithms with many training parameters, in this paper, a small-sample transfer learning fault diagnosis algorithm is proposed. First, vibration signals under the engine fault status are converted into a two-dimensional time-frequency map by multiple simultaneous squeezing S-transform (MSSST), which reduces the randomness of manually extracted features. Second, to address the problems of slow network model training and large data sample requirement, a transfer diagnosis strategy using the fine-tuned time-frequency map samples as the pre-training model of the ResNet-18 convolutional neural network is proposed. In addition, in order to improve the training effect of the network model, an agent model is introduced to optimize the hyperparameter network autonomously. Finally, experiments show that the algorithm proposed in this paper can obtain high classification accuracy in fault diagnosis of UAV engines compared to other commonly used methods, with a classification accuracy of faults as high as 97.1751%; in addition, we show that it maintains a very stable small-sample migratory learning capability under this condition.