Marine electronically controlled (ME) two-stroke diesel engines occupy the highest market share in newly-built ships and its fuel injection system is quite different and important. Fault diagnosis in the fuel injection system is crucial to ensure the power, economy and emission of ME diesel engines, so we introduce hierarchical multiscale fluctuation dispersion entropy (HMFDE) and a support matrix machine (SMM) to realise it. We also discuss the influence of parameter changes on the entropy calculation’s accuracy and efficiency. The system simulation model is established and verified by Amesim software, and then HMFDE is used to extract a matrix from the features of a high pressure signal in a common rail pipe, under four working conditions. Compared with vectorised HMFDE, the accuracy of fault diagnosis using SMM is nearly 3% higher than that using a support vector machine (SVM). Experiments also show that the proposed method is more accurate and stable when compared with hierarchical multiscale dispersion entropy (HMDE), hierarchical dispersion entropy (HDE), multiscale fluctuation dispersion entropy (MFDE), multiscale dispersion entropy (MDE) and multiscale sample entropy (MSE). Therefore, the proposed method is more suitable for the modelling data. This research provides a new direction for matrix learning applications in fault diagnosis in marine two-stroke diesel engines.