Based on deep learning, this paper proposes a new hybrid neural network model, a recurrent deep neural network using a feature attention mechanism (FA-RDN) for GNSS-R global sea surface wind speed retrieval. FA-RDN can process data from the Cyclone Global Navigation Satellite System (CYGNSS) satellite mission, including characteristics of the signal, spatio-temporal, geometry, and instrument. FA-RDN can receive data extended in temporal dimension and mine the temporal correlation information of features through the long-short term memory (LSTM) neural network layer. A feature attention mechanism is also added to improve the model’s computational efficiency. To evaluate the model performance, we designed comparison and validation experiments for the retrieval accuracy, enhancement effect, and stability of FA-RDN by comparing the evaluation criteria results. The results show that the wind speed retrieval root mean square error (RMSE) of the FA-RDN model can reach 1.45 m/s, 10.38%, 6.58%, 13.28%, 17.89%, 20.26%, and 23.14% higher than that of Backpropagation Neural Network (BPNN), Recurrent Neural Network (RNN), Artificial Neural Network (ANN), Random Forests (RF), eXtreme Gradient Boosting (XGBoost), and Support Vector Regression (SVR), respectively, confirming the feasibility and effectiveness of the designed method. At the same time, the designed model has better stability and applicability, serving as a new research idea of data mining and feature selection, as well as a reference model for GNSS-R-based sea surface wind speed retrieval.