In order to solve the problem of fault diagnosis for CNC machine feed system under the condition of variable speed conditions, an intelligent fault diagnosis method based on multi-domain feature extraction and ensemble learning model is proposed. First, various monitoring signals including vibration signal, noise signal and current signal are collected. Then, the monitoring signals are preprocessed and the time-domain, frequency-domain and time-frequency domain feature indexes are extracted to construct a multi-dimensional mixed domain feature set. Finally, the feature set is putting into the constructed DoubleEnsemble-LightGBM model to realize the fault diagnosis of the feed system. The experimental results show that the model can achieve good diagnosis results under different working conditions for both the public data set and the feed system test bench data set, and the average overall accuracy is 91.07% and 98.06% respectively. Compared with XGBoost and other advanced ensemble learning models, the method has better accuracy. It provides technical support for the stable operation and intelligent of CNC machine tools..