Musical instrument classification is one of the focuses of Music Information Retrieval (MIR). In order to solve the problem of poor performance of current musical instrument classification models, we propose a musical instrument classification algorithm based on multi-channel feature fusion and XGBoost. Based on audio feature extraction and fusion of the dataset, the features are input into the XGBoost model for training; secondly, we verified the superior performance of the algorithm in the musical instrument classification task by com-paring different feature combinations and several classical machine learning models such as Naive Bayes. The algorithm achieves an accuracy of 97.65% on the Medley-solos-DB dataset, outperforming existing models. The experiments provide a reference for feature selection in feature engineering for musical instrument classification.