Unlike many other techniques used in process control, which are widely applied in practice and play significant roles, abnormal situation management (ASM) still relies heavily on human experience, not least because the problem of fault detection and diagnosis (FDD) has not been well addressed. In this paper, a process fault diagnosis method using multi-time scale dynamic feature extraction based on convolutional neural network (CNN) consisting of similarity measurement, variable ranking, and multi-time scale dynamic feature extraction is proposed. The CNN-based model containing the fixed multiple sampling (FMS) layer can extract dynamic characteristics of process data at different time scales. The benchmark Tennessee Eastman (TE) process is used to verify the performance of the proposed method.