Deep learning methods have gained significant popularity in the field of polarimetric synthetic aperture radar (PolSAR) image classification. These methods aim to extract high-level semantic features from the original PolSAR data to learn the polarimetric information. However, using only original data, these methods cannot learn multiple scattering features and complex structures for extremely heterogeneous terrain objects. In addition, deep learning methods always cause edge confusion due to the high-level features. To overcome these limitations, we propose a novel approach that combines a new double-channel convolutional neural network (CNN) with an edge-preserving Markov random field (MRF) model for PolSAR image classification, abbreviated to “DCCNN-MRF”. Firstly, a double-channel convolution network (DCCNN) is developed to combine complex matrix data and multiple scattering features. The DCCNN consists of two subnetworks: a Wishart-based complex matrix network and a multi-feature network. The Wishart-based complex matrix network focuses on learning the statistical characteristics and channel correlation, and the multi-feature network is designed to learn high-level semantic features well. Then, a unified network framework is designed to fuse two kinds of weighted features in order to enhance advantageous features and reduce redundant ones. Finally, an edge-preserving MRF model is integrated with the DCCNN network. In the MRF model, a sketch map-based edge energy function is designed by defining an adaptive weighted neighborhood for edge pixels. Experiments were conducted on four real PolSAR datasets with different sensors and bands. The experimental results demonstrate the effectiveness of the proposed DCCNN-MRF method.