Marine diesel engines are essential for safe navigation. By predicting the operating conditions of diesel engines, the performance of marine diesel engines can be improved, failures can be prevented to reduce maintenance costs, and emissions can be controlled to protect the environment. To this end, this paper proposes a hybrid neural network (HNN) prediction model (CNN-BiLSTM-Attention) based on deep learning (DL) for predicting the exhaust gas temperature (EGT) of marine diesel engines. CNN is used to extract features from time-series data, BiLSTM is used to predict the time series through modeling, and Attention is used to improve the accuracy and robustness of fault prediction. Moreover, through comparison experiments with other neural network prediction models, it has been proven that the CNN-BiLSTM-Attention method is more accurate. This article also presents an approach to fault prediction by integrating the Mahalanobia distance and the mathematical model. Based on the Mahalanobia distance between the prediction result and the actual value, the function mapping method combined with the criterion is used to set the alarm value and threshold of the monitoring indicators, and the failure data set is used for experimental verification. The results indicate that the approach presented in this article can accurately realize the operating condition monitoring and fault early warning of marine diesel engines, which provides a new way of thinking for the research of fault early warning and health management of marine diesel engines.