Computational efficiency and precision pose a classic contradiction in aerodynamic shape optimization. To address this challenge, this study introduces an effective optimization framework based on multi-fidelity fully connected neural network (MFFCN). The framework utilizes transfer learning (TL) to train a multi-fidelity surrogate model that establishes direct mappings between geometric configuration parameters and aerodynamic performance by adaptively capturing linear or nonlinear relationships concealed between high-fidelity (HF) and low-fidelity (LF) information. The HF and LF data are derived from fine and coarse grids, respectively, evaluated using the same computational fluid dynamics (CFD) model. The MFFCN-TL framework is applied to optimize the National Advisory Committee for Aeronautics 0012 (NACA0012) airfoil (12 design variables) and the Office National d'Études et de Recherches Aérospatiales M6 (ONERA M6) wing (50 design variables). Simulation results demonstrate that the NACA0012 airfoil achieves a 69.47% enhancement in lift–drag ratio in 1.069 s, compared to a 12.76% gain over 24.8 h in single-fidelity CFD-based optimization. The ONERA M6 wing achieves a 24.66% reduction in drag coefficient in 694 ms compared to 18.37% over 237.3 h in the CFD model. Statistical results show that the MFFCN-TL framework can reduce optimization cost by more than 90% compared to the single-fidelity CFD-based model. These findings suggest that the MFFCN-TL framework significantly enhances optimization efficiency and provides superior feasible solutions over single-fidelity methods.