Deep learning has been increasingly used in health management and maintenance decision-making for rotating machinery. However, some challenges must be addressed to make this technology more effective. For example, the collected data is assumed to follow the same feature distribution, and sufficient labeled training data are available. Unfortunately, domain shifts occur inevitably in real-world scenarios due to different working conditions, and acquiring sufficient labeled samples is time-consuming and expensive in complex environments. This study proposes a novel domain adaptive framework called deep Multiscale Conditional Adversarial Networks (MCAN) for machinery fault diagnosis to address these shortcomings. The MCAN model comprises two key components. Constructed by a novel multiscale module with an attention mechanism, the first component is a shared feature generator that captures rich features at different internal perceptual scales, and the attention mechanism determines the weights assigned to each scale, enhancing the model’s dynamic adjustment and self-adaptation capabilities. The second component consists of two domain classifiers based on Bidirectional Long Short-Term Memory (BiLSTM) leveraging spatiotemporal features at various levels to achieve domain adaptation in the output space. The deep domain classifier also captures the cross-covariance dependencies between feature representations and classifier predictions, thereby improving the predictions’ discriminability. The proposed method has been evaluated using two publicly available fault diagnosis datasets and one condition monitoring experiment. The results of cross-domain transfer tasks demonstrated that the proposed method outperformed several state-of-the-art methods in terms of transferability and stability. This result is a significant step forward in deep learning for health management and maintenance decision-making for rotating machinery, and it has the potential to revolutionize its future application.