Vibration sensing data is an important resource for mechanical fault prediction, which is widely used in the industrial sector. Artificial neural networks (ANNs) are important tools for classifying vibration sensing data. However, their basic structures and hyperparameters must be manually adjusted, which results in the prediction accuracy easily falling into the local optimum. For data with high levels of uncertainty, it is difficult for an ANN to obtain correct prediction results. Therefore, we propose a multifeature fusion model based on Dempster-Shafer evidence theory combined with a particle swarm optimization algorithm and artificial neural network (PSO-ANN). The model first used the particle swarm optimization algorithm to optimize the structure and hyperparameters of the ANN, thereby improving its prediction accuracy. Then, the prediction error data of the multifeature fusion using a PSO-ANN is repredicted using multiple PSO-ANNs with different single feature training to obtain new prediction results. Finally, the Dempster-Shafer evidence theory was applied to the decision-level fusion of the new prediction results preprocessed with prediction accuracy and belief entropy, thus improving the model's ability to process uncertain data. The experimental results indicated that compared to the K-nearest neighbor method, support vector machine, and long short-term memory neural networks, the proposed model can effectively improve the accuracy of fault prediction.