Many macroscopic non-Fourier heat conduction models have been developed in the past decades based on Chapman-Enskog, Hermite, or other small perturbation expansion methods. These macroscopic models have achieved great success in capturing non-Fourier thermal behaviors in solid materials, but most of them are limited by small Knudsen numbers and incapable of capturing highly nonequilibrium or ballistic thermal transport. In this paper, we provide a different strategy for constructing macroscopic non-Fourier heat conduction modeling, that is, using data-driven deep-learning methods combined with nonequilibrium thermodynamics instead of small perturbation expansion. We present the mechanism-data fusion method, an approach that seamlessly integrates the rigorous framework of conservation-dissipation formalism (CDF) with the flexibility of machine learning to model non-Fourier heat conduction. Leveraging the conservation-dissipation principle with dual-dissipative variables, we derive an interpretable series of partial differential equations, fine tuned through a training strategy informed by data from the phonon Boltzmann transport equation. Moreover, we also present the inner-step operation to narrow the gap from the discrete form to the continuous system. Through numerical tests, our model demonstrates excellent predictive capabilities across various heat conduction regimes, including diffusive, hydrodynamic, and ballistic regimes, and displays its robustness and precision even with discontinuous initial conditions.