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This research focuses on the development of the on-line state monitoring and fault diagnosis system based on the information fusion technology for the power transformer during its running. In order to improve the fault diagnosis accuracy, a new fault diagnosis model combining the on-line monitoring of five characteristic gases dissolved in transformer oil with the feature extraction of three-dimensional temperature field of power transformer is put forward, which can realize fusion of the multivariate fault information of power transformer and improve greatly the fault diagnosis accuracy of the power transformer based on the information fusion technology. Besides, an embedded on-line state monitoring and fault diagnosis system composed of ARM and DSP is designed for the power transformer in this paper. In order to realize remote communication, a new method of data wireless transmitting based on General Packet Radio Service (GPRS) is designed. Finally, Simulation experimental results show that the developed embedded system can effectively monitor the state of the power transformer during its running and diagnose its fault. Therefore, the developed on-line state monitoring and fault diagnosis system will change the existing maintenance and repair pattern for power transformer and realizes accurate diagnosis or forecasts faults of transformer intelligently.