Multi-instance learning (MIL) is a widely-applied technique in practical applications that involve complex data structures. MIL can be broadly categorized into two types: traditional methods and those based on deep learning. These approaches have yielded significant results, especially with regards to their problem-solving strategies and experimental validation, providing valuable insights for researchers in the MIL field. However, a considerable amount of knowledge is often trapped within the algorithm, leading to subsequent MIL algorithms that solely rely on the model's data fitting to predict unlabeled samples. This results in a significant loss of knowledge and impedes the development of more intelligent models. In this paper, we propose a novel data-driven knowledge fusion for deep multi-instance learning (DKMIL) algorithm. DKMIL adopts a completely different idea from existing deep MIL methods by analyzing the decision-making of key samples in the data set (referred to as the data-driven) and using the knowledge fusion module designed to extract valuable information from these samples to assist the model's training. In other words, this module serves as a new interface between data and the model, providing strong scalability and enabling the use of prior knowledge from existing algorithms to enhance the learning ability of the model. Furthermore, to adapt the downstream modules of the model to more knowledge-enriched features extracted from the data-driven knowledge fusion module, we propose a two-level attention module that gradually learns shallow- and deep-level features of the samples to achieve more effective classification. We will prove the scalability of the knowledge fusion module while also verifying the efficacy of the proposed architecture by conducting experiments on 38 data sets across 6 categories.