Under the pointview of epistemology and generalized information theory, fault diagnosis can be regarded as the state identification process by dint of various cognitive tools. Therefore, information Entropy can be employed to explain the transfer of information during identifying the faults. The mathematical deduction of information Entropy is given and the idea of Multi-Symtom Domains Comprehensive Feature Knowledge to solve fault diagnosis problems caused by insufficient knowledge and lower cognitiving ability for complex knowledge system is presented.