Exoskeleton robot is an essential tool in active rehabilitation training for patients with lower limb motor dysfunctions. Accurate and real-time recognition in human motion intention is a great challenge in exoskeleton robot, which can be implemented by continues estimation of human joint angles. In this study, we innovatively proposed a novel feature-based convolutional neural network-bi-directional long-short term memory network (CNN-BiLSTM) model to predict the knee joint angles more accurately and in real time. We validated our method on a public dataset, including surface electromyography(sEMG) and inertial measurement unit (IMU) data of 10 healthy subjects during normal walking. Initially, features extraction from each modal data achieved feature-level fusion. Then the importance of each sEMG and IMU signal feature for knee joint angle prediction was quantified by ensemble feature scorer (EFS) and the number of features required for prediction while ensuring accuracy was simplified by profile likelihood maximization (PLM) algorithm. Finally, the CNN-BiLSTM model was created by using the determined simplest features to further fuse the spatio-temporal correlation of signals. The results indicated that the EFS and PLM algorithm could remove the feature redundancy perfectly and estimation performance would become better when bi-modal gait data were fused. For the estimation performance, the average root mean square error (RMSE), adjusted [Formula: see text] and pearson correlation coefficient (CC) of our algorithm were 4.07, 0.95, and 0.98, respectively, which was better than CNN, BiLSTM and other three traditional machine learning methods. In addition, the model test time was 62.47 ± 0.29 ms, which was less than the predicted horizon of 100 ms. The real-time performance and accuracy are satisfactory. Compared with previous works, our method has great advantages in feature selection and model design, which further improves the prediction accuracy. These promising results demonstrate that the proposed method has considerable potential to be applied to exoskeleton robot control.