Rectifier-filter circuit, as a vital electronic component in nuclear power plants (NPPs), serves the role of converting alternating current into smooth direct current. Affected by intense radiation environmental factors and variable operating profiles, the rectifier-filter circuit is subject to degradation and soft failures, namely, a derated circuit performance but not yet to failure. It is urgent to diagnose the soft failures of the rectifier-filter circuit, so as to ensure the safe operations of NPPs. In this article, an ensemble empirical mode decomposition (EEMD) algorithm is first employed to decompose the three-phase current signals and electrical signals of electronic components. The decomposed signals are fed into a convolutional preprocessing Transformer (CPT) to deeply extract the fault features of the rectifier-filter circuit. Specifically, the multi-directional, multi-scale, and extremely sensitive long-range time-dependent features in the EEMD feature data are extracted by the multi-head attention mechanism of the Transformer. A deep Softmax classifier is, then, devised to reduce the feature dimensionality and identify the soft fault modes of the rectifier-filter circuit. The fault simulation of the rectifier-filter circuit is conducted, and a real case experiment and multiple comparative studies are conducted to validate the effectiveness and diagnosis accuracy of the CPT-based method.