The effective fault diagnosis of bearing can guarantee the safety of rotating machinery and is very important for its stable operation. The information fusion of multi-sensor data has been a feasible method to enhance the performance of fault diagnosis. However, how to fuse the joint information from different channels or even different kinds of sensors is still an important challenge. The present study proposes a novel multi-sensor information coupling network (MICN) for bearing fault diagnosis, which handles the signals from the same or different types of sensors, and the deeper features can be extracted from multi-sensors independently and simultaneously fused layer by layer. Especially, during the multi-layer feature fusion process, a novel feature-level information coupling model is developed based on the mutual attention mechanism. Finally, to validate the efficiency of the proposed method, several different experiments are designed, and the results show validity and superiority.