Due to the scarcity of fault samples and the complexity of non-linear and non-smooth characteristics data in hydroelectric units, most of the traditional hydroelectric unit fault localization methods are difficult to carry out accurate localization. To address these problems, a sparse autoencoder (SAE)-generative adversarial network (GAN)-wavelet noise reduction (WNR)- manifold-boosted deep learning (SG-WMBDL) based fault localization method for hydroelectric units is proposed. To overcome the data scarcity, a SAE is embedded into the GAN to generate more high-quality samples in the data generation module. Considering the signals involving non-linear and non-smooth characteristics, the improved WNR which combining both soft and hard thresholding and local linear embedding (LLE) are utilized to the data preprocessing module in order to reduce the noise and effectively capture the local features. In addition, to seek higher performance, the novel Adaptive Boost (AdaBoost) combined with multi deep learning is proposed to achieve accurate fault localization. The experimental results show that the SG-WMBDL can locate faults for hydroelectric units under a small number of fault samples with non-linear and non-smooth characteristics on higher precision and accuracy compared to other frontier methods, which verifies the effectiveness and practicality of the proposed method.