Wind turbine gearbox fault diagnosis is critical to guarantee working efficiency and operational safety. However, the current diagnostic methods face enormous restrictions in handling nonlinear noise signals and intricate compound fault patterns. Herein, a compound fault diagnosis method based on modified signal quality coefficient (MSQC) and versatile residual shrinkage network (VRSN) is proposed to resolve these issues. In detail, the MSQC is designed to remove the noise components irrelevant to wind turbine operation status, and it has the ability to balance the denoised effect and signal fidelity. The VRSN is constructed for compound fault diagnosis, and it consists of two heterogeneous residual shrinkage networks. The former is designed to count the number of faults, and the latter is adopted to identify the single or compound fault pattern. Finally, a self-built wind turbine gearbox compound fault test rig is adopted to verify the proposed method's effectiveness. The results demonstrate that the proposed method is competitive in terms of compound fault diagnosis accuracy.