Existing gearbox fault diagnosis methods are prone to noise interference and cannot extract comprehensive fault signals, leading to misdiagnosis or missed diagnosis. This paper proposes a method for gearbox fault diagnosis based on adaptive variational mode decomposition–stationary wavelet transform (AVMD-SWT) and ensemble refined composite multiscale fluctuation dispersion entropy (ERCMFDE). Initially, the kurtosis coefficient and autocorrelation coefficient are presented, and the Intrinsic Mode Functions are denoised through the application of AVMD-SWT. Secondly, the coarse-grained processing method of composite multiscale fluctuation dispersion entropy is extended to encompass three additional approaches: first-order central moment, second-order central moment, and third-order central moment. This enables the comprehensive extraction of feature information from the time series, thereby facilitating the formation of an initial hybrid feature set. Subsequently, recursive feature elimination (RFE) is employed for feature selection. Ultimately, the outcomes of the faults diagnoses are derived through the utilization of a Support Vector Machine with a Sparrow Search Algorithm (SSA-SVM), with the actual faults data collection and analysis conducted on an experimental platform for gearbox fault diagnosis. The experiments demonstrate that the method can accurately identify gearbox faults and achieve a high diagnostic accuracy of 98.78%.