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The development and utilization of wind energy can help promote the carbon neutrality. Condition monitoring and fault diagnosis based on supervisory control and data acquisition (SCADA) can effectively improve wind turbine reliability and reduce operation and maintenance (O&M) costs. However, the complex data characteristics (e.g., time-varying and distribution-free) make it difficult to use a unified model to comprehensively evaluate the turbine state. To finely detect and analyze the turbine faulty mode, a hierarchical condition monitoring and fault diagnosis (CMFD) method is proposed, which consists of variable-level and turbine-level. First, the SCADA data is divided into two blocks: the nonstationary part with time-varying distribution, and the stationary part with time-invariant but non-Gaussian distribution. At the variable-level, this paper proposed a local monitoring unit based on sparse cointegration analysis (SCA) and independent component analysis (ICA) to detect faulty samples of different variable blocks. And the fault-related variables are isolated based on the proposed distributed reconstruction. At the turbine-level, the evaluation results from variable-level are fused: on the one hand, Bayesian inference is used to integrate monitoring statistics of stationary and nonstationary parts to comprehensively evaluate the operational state of the turbine; on the other hand, the root fault subsystem is deduced from the fault-related variables isolated from the two parts based on Gaussian process regression. The proposed method is applied in the operation and maintenance of a real wind farm, and the performance advantages are verified by the comparison with popular benchmarks. • An innovative hierarchical CMFD strategy for wind turbines is proposed which consists of variable-level and turbine-level methods. • At the variable-level, the monitoring and isolated methods are proposed based on SCA and ICA. • At the turbine-level, Bayesian inference is used to integrate variable-level monitoring results, and the root faulty subsystem is deduced based on Gaussian process regression. [ABSTRACT FROM AUTHOR]