Deep learning-based fault diagnosis methods have made tremendous progress in recent years; however, most of these methods are coarse grained and data demanding that cannot find the root causes of mechanical system failures at a finer granularity with limited fault data. Therefore, in this study, we first investigate the few-shot fine-grained fault diagnosis (FSFGFD) problem, with the aim of identifying novel fine-grained faults under different working conditions using only few samples from each class. To address the difficulties of fine-grained fault feature extraction and poor model generalization to unseen few-shot faults in FSFGFD tasks, a novel attention-based deep meta-transfer learning (ADMTL) method is proposed. First, the failure modes under different working conditions are considered as fine-grained faults, and their raw signals are transformed into time–frequency images. Based on this, an attention mechanism is introduced to guide the feature extractor of the ADMTL on what information to learn. The ADMTL then follows a three-stage learning process of pre-training, meta-transfer, and meta-adaptation to achieve fast adaptation to new fine-grained faults using a priori knowledge gained from known faults. Furthermore, a parameter modulation strategy is employed to adaptively update the pre-trained network during the meta-transfer process. The comprehensive experimental results of three case studies demonstrate the superiority of our method over state-of-the-art methods. The proposed method achieves excellent performance with an average accuracy of 99.08%, 95.86%, and 77.74% for FSFGFD tasks when performing meta-transfer within the same machine and between different machines, respectively.