Transformers are fundamental and among the most expensive electrical devices in any power transmission and distribution system. Therefore, it is essential to implement powerful maintenance methods to monitor and predict their condition. Due to its many advantages—such as early detection, accurate diagnosis, cost reduction, and rapid response time—dissolved gas analysis (DGA) is regarded as one of the most effective ways to assess a transformer’s condition. In this contribution, we propose a new probabilistic hierarchical intelligent system consisting of five subnetworks of the radial basis functions (RBF) type. Indeed, hierarchical classification minimizes the complexity of the discrimination task by employing a divide-and-conquer strategy, effectively addressing the issue of unbalanced data (a significant disparity between the categories to be predicted). This approach contributes to a more precise and sophisticated diagnosis of transformers. The first subnetwork detects the presence or absence of defects, separating defective samples from healthy ones. The second subnetwork further classifies the defective samples into three categories: electrical, thermal, and cellulosic decomposition. The samples in these categories are then precisely assigned to their respective subcategories by the third, fourth, and fifth subnetworks. To optimize the hyperparameters of the five models, the Linde–Buzo–Gray algorithm is implemented to reduce the number of centers (radial functions) in each subnetwork. Subsequently, a single-layer perceptron is trained to determine the optimal synaptic weights, which connect the intermediate layer to the output layer. The results obtained with our proposed system surpass those achieved with another implemented alternative (a single RBF), with an average sensitivity percentage as high as 96.85%. This superiority is validated by a Student’s t-test, showing a significant difference greater than 5% (p-value < 0.001). These findings demonstrate and highlight the relevance of the proposed hierarchical configuration.