This study proposes a fault diagnosis method for harmonic drive systems based on multi-sensor data fusion and the gravitational search algorithm (GSA). As a critical component in robotic arms, harmonic drives are prone to failures due to wear, less grease, or improper loading, which can compromise system stability and production efficiency. To enhance diagnostic accuracy, the research employs wavelet packet decomposition (WPD) and empirical mode decomposition (EMD) to extract multi-scale features from vibration signals. These features are subsequently fused, and GSA is used to optimize the high-dimensional fused features, eliminating redundant data and mitigating overfitting. The optimized features are then input into a support vector machine (SVM) for fault classification, with K-fold cross-validation used to assess the model’s generalization capabilities. Experimental results demonstrate that the proposed diagnosis method, which integrates multi-sensor data fusion with GSA optimization, significantly improves fault diagnosis accuracy compared to methods using single-sensor signals or unoptimized features. This improvement is particularly notable in multi-class fault scenarios. Additionally, GSA’s global search capability effectively addresses overfitting issues caused by high-dimensional data, resulting in a diagnostic model with greater reliability and accuracy across various fault conditions.