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The fault diagnosis of power transformers is a challenging problem. The massive multisource fault is heterogeneous, the type of fault is undetermined sometimes, and one device has only met a few kinds of faults in the past. We propose a fault diagnosis method based on deep neural networks and a semi-supervised transfer learning framework called adaptive reinforcement (AR) to solve the above limitations. The innovation of this framework consists of its enhancement of the consistency regularization algorithm. The experiments were conducted on real-world 110 kV power transformers’ three-phase fault grounding currents of the iron cores from various devices with four types of faults: Phases A, B, C and ABC to ground. We trained the model on the source domain and then transferred the model to the target domain, which included the unbalanced and undefined fault datasets. The results show that our proposed model reaches over <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mn>95</mn><mo>%</mo></mrow></semantics></math></inline-formula> accuracy in classifying the type of fault and outperforms other popular networks. Our AR framework fits target devices’ fault data with fewer dozen epochs than other novel semi-supervised techniques. Combining the deep neural network and the AR framework helps diagnose the power transformers, which lack diagnosis knowledge, with much less training time and reliable accuracy.