Detecting faults in hydraulic valves are of great significance to improve the reliability and security of the whole hydraulic system. However, it is difficult to detect multiple faults in hydraulic valves using existing approaches due to closed structural components and complex hydraulic system itself. Therefore, an intelligent fault diagnosis approach based on Dempster-Shafer (DS) theory is proposed specifically for detecting several faults occurred in hydraulic valves. Actually, it is classified in the ensemble learning in terms of the information fusion theory. In this approach, signal segments containing fault information are selected to structure sample sets firstly. Then sample sets are simultaneously fed into the single classifier including long short-term memory networks (LSTM), convolutional neural network (CNN) and random forests (RF). Through learning spontaneously in these intelligent classification approaches, fault features are concluded and the probability of each type fault is respectively revealed. All probabilities are constructed as basic probability assignment (BPA) functions, which are further calculated in the information fusion process in terms of DS theory. Finally, the fault types are identified by the final fusion results. Experimental investigations are performed to validate performance of the present approach (taken a solenoid controlled pilot operated directional valve as an example). It is shown that the average accuracy ratio of proposed intelligent fault diagnosis approach is 98.5% for six fault types detection. The study does provide an effective access to detect faults in hydraulic valves.