In this study, a machine learning algorithm was introduced to fuse gridded snow depth datasets. The input variables of the machine learning method included geolocation (latitude and longitude), topographic data (elevation), gridded snow depth datasets and in situ observations. A total of 29,565 in situ observations were used to train and optimize the machine learning algorithm. A total of five gridded snow depth datasets—Advanced Microwave Scanning Radiometer for the Earth Observing System (AMSR-E) snow depth, Global Snow Monitoring for Climate Research (GlobSnow) snow depth, Long time series of daily snow depth over the Northern Hemisphere (NHSD) snow depth, ERA-Interim snow depth and Modern-Era Retrospective Analysis for Research and Applications, version 2 (MERRA-2) snow depth—were used as input variables. The first three snow depth datasets are retrieved from passive microwave brightness temperature or assimilation with in situ observations, while the last two are snow depth datasets obtained from meteorological reanalysis data with a land surface model and data assimilation system. Then, three machine learning methods, i.e., Artificial Neural Networks (ANN), Support Vector Regression (SVR), and Random Forest Regression (RFR), were used to produce a fused snow depth dataset from 2002 to 2004. The RFR model performed best and was thus used to produce a new snow depth product from the fusion of the five snow depth datasets and auxiliary data over the Northern Hemisphere from 2002 to 2011. The fused snow-depth product was verified at five well-known snow observation sites. The R2 of Sodankylä, Old Aspen, and Reynolds Mountains East were 0.88, 0.69, and 0.63, respectively. At the Swamp Angel Study Plot and Weissfluhjoch observation sites, which have an average snow depth exceeding 200 cm, the fused snow depth did not perform well. The spatial patterns of the average snow depth were analyzed seasonally, and the average snow depths of autumn, winter, and spring were 5.7, 25.8, and 21.5 cm, respectively. In the future, random forest regression will be used to produce a long time series of a fused snow depth dataset over the Northern Hemisphere or other specific regions.