Abstract In recent years, deep learning has led to significant advances in bearing fault diagnosis (FD). Most techniques aim to achieve greater accuracy. However, they are sensitive to noise and lack robustness, resulting in insufficient domain adaptation and anti-noise ability. The comparison of studies reveals that giving equal attention to all features does not differentiate their significance. In this work, we propose a novel FD model by integrating multi-scale quaternion convolutional neural network (MQCNN), bidirectional gated recurrent unit (BiGRU), and cross self-attention feature fusion (CSAFF). We have developed innovative designs in two modules, namely MQCNN and CSAFF. Firstly, MQCNN applies quaternion convolution to multi-scale architecture for the first time, aiming to extract the rich hidden features of the original signal from multiple scales. Then, the extracted multi-scale information is input into CSAFF for feature fusion, where CSAFF innovatively incorporates cross self-attention mechanism to enhance discriminative interaction representation within features. Finally, BiGRU captures temporal dependencies while a softmax layer is employed for fault classification, achieving accurate FD. To assess the efficacy of our approach, we experiment on three public datasets (CWRU, MFPT, and Ottawa) and compare it with other excellent methods. The results confirm its state-of-the-art, which the average accuracies can achieve up to 99.99%, 100%, and 99.21% on CWRU, MFPT, and Ottawa datasets. Moreover, we perform practical tests and ablation experiments to validate the efficacy and robustness of the proposed approach. Code is available at https://github.com/mubai011/MQCCAF.