In the fault classification and identification of flexible DC transmission lines, it is inevitable to use the voltage and current characteristics of the transmission line. All kinds of data transformation methods can highlight the hidden characteristics of the original fault electrical quantity. Various artificial intelligence algorithms can further reduce the difficulty of transmission line fault classification. For such fault classification methods, this paper first builds a four-terminal flexible direct current transmission system model on PSCAD/EMTDC platform and obtains data by simulating different faults of transmission lines. Then, empirical mode decomposition (EMD), wavelet transform (WT), fast Fourier transform (FFT), and variational mode decomposition (VMD) are performed on the obtained data, respectively. Finally, the transformed data and original data are used as inputs to classify by convolutional neural network (CNN). The influence of one data transformation method and different combinations of two data transformation methods on CNN classification results is explored. The simulation results show that when only one data transformation method is used, CNN has the best classification effect for the data after VMD transformation. The classification accuracy and recall rate are both increased from 96.9% and 96.3% without data transformation to 99.88%. When VMD and FFT are combined, CNN classification results’ accuracy and recall rate are further improved to 99.96%.