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Currently gear fault diagnosis is mainly based on vibration signals with a few studies on acoustic signal analysis. However, vibration signal acquisition is limited by its contact measuring while traditional acoustic-based gear fault diagnosis relies heavily on prior knowledge of signal processing techniques and diagnostic expertise. In this paper, a novel deep learning-based gear fault diagnosis method is proposed based on sound signal analysis. By establishing an end-to-end convolutional neural network (CNN), the time and frequency domain signals can be fed into the model as raw signals without feature engineering. Moreover, multi-channel information from different microphones can also be fused by CNN channels without using an extra fusion algorithm. Our experiment results show that our method achieved much better performance on gear fault diagnosis compared with other traditional gear fault diagnosis methods involving feature engineering. A publicly available sound signal dataset for gear fault diagnosis is also released and can be downloaded as instructed in the conclusion section.