To address the challenges of weak early-stage loosening fault signals and strong environmental noise interference in escalator drive mainframe anchor bolts, which hinder effective fault feature extraction, this paper proposes an improved Residual Convolutional Denoising Autoencoder (RCDAE) for signal denoising in high-intensity noise environments. The model combines DMS (Dynamically Multimodal Synergistic) loss function, the gated residual mechanism, and CNN–Transformer. The experimental results demonstrate that the proposed model achieves an average accuracy of 93.88% under noise intensities ranging from 10 dB to −10 dB, representing a 2.65% improvement over the baseline model without the improved RCDAE (91.23%). At the same time, in order to verify the generalization performance of the model, the CWRU bearing data set is used to conduct experiments under the same conditions. The experimental results show that the accuracy of the proposed model is 1.30% higher than that of the baseline model without improved RCDAE, validating the method’s significant advantages in noise suppression and feature representation. This study provides an effective solution for loosening fault diagnosis of escalator drive mainframe anchor bolts.