Tunnel fan is critical fire-fighting equipment, and its safe and stable operation is very important for the efficiency and safety of tunnel traffic. Existing studies commonly train the fault diagnosis methods with the goal of minimizing mean error which ignores the difference between classes in feature distribution. To solve the problem of inaccurate prediction caused by mean error evaluation, this paper presents a non-neural deep learning model, namely hierarchical cascade forest, which has three characteristics: (1) A hierarchical cascade structure is constructed, of which the output comes from each layer; (2) Each fault class is evaluated and recognized independently, the result of fault classes that are easy to distinguish is output earlier; (3) A confidence-based threshold estimate method is proposed in HCF and used to improve the training method to increase the reliability of HCF. Based on these, HCF improves the cascade forest structure and implements the proper matching of different depth of feature and fault patterns. The effect of HCF is verified through experiments based on the tunnel fans testing rig. Experimented results show that, compared to Deep Forest, the accuracy of HCF increases by 0.6% to 10.8%, and the training time of HCF is reduced 33.24%.