Transmission, as a critical part of vehicles, is the hub of power transmission and the core of controlling speed change. Condition monitoring and diagnosis of transmissions have become an effective tool to ensure vehicle safety travelling. The intelligent fault diagnosis strategy using artificial intelligent methods has been studied and applied for gearbox fault diagnosis. However, most algorithms cannot guarantee both accuracy and training efficiency. In this paper, fast convolutional sparse filtering based on convolutional activation and feature normalization is proposed for gearbox fault diagnosis without any time-consuming preprocessing. In fast convolutional sparse filtering, the features of samples are optimized instead of local features, which could obviously reduce the dimension and construction time of the Hessian matrix. In addition, the output features are equally active to guarantee that all features have similar contributions. The l2-norm of the training features is recorded and used for pseudo-normalization of the test features. The proposed fast convolutional sparse filtering is validated by a bearing fault dataset and a planetary gear fault dataset. Verification results confirm that fast convolutional sparse filtering is a promising tool for fault diagnosis, which has obviously improved the diagnosis accuracy, training efficiency, and robustness and provides the greater advantage of handling large-scale datasets.