In many practical communication environments, traditional feature extraction methods in spectrum sensing fail to fully exploit the information of primary users. Additionally, conventional machine learning methods have weak learning capabilities, making it difficult to maintain efficient and stable spectrum sensing performance in complex noise environments. Furthermore, non‐Gaussian noise can significantly affect the detection performance of spectrum sensing. To address these issues, this paper first proposes a feature extraction method based on Hierarchical Fuzzy Dispersion Entropy (HFDE) to better extract high‐frequency and low‐frequency information from signal samples, providing more comprehensive features for subsequent models to optimize feature extraction effectiveness. Then, a parallel model combining Convolutional Neural Networks (CNN) with Gated Recurrent Units (GRU) is constructed to enhance learning ability. While CNN extracts local features, GRU processes temporal relationships, and the features output by both are concatenated to achieve effective feature learning and temporal modeling of primary user signal data represented by HFDE. Finally, using the feature vectors output by the CNN‐GRU model, detection statistics and detection thresholds for spectrum sensing are constructed for online detection. Simulation results validate the effectiveness and robustness of this method in spectrum sensing under non‐Gaussian noise. In the presence of significant non‐Gaussian noise intensity and a signal‐to‐noise ratio of −14 dB, the detection probability can reach 97.1%. Additionally, for the detection of unknown signals, the model can still maintain a detection probability of over 90%.