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Electroencephalogram (EEG) analysis has been widely used in the diagnosis of stroke diseases for its low cost and noninvasive characteristics. In order to classify the EEG signals of stroke patients with cerebral infarction and cerebral hemorrhage, this paper proposes a novel EEG stroke signal classification method. This method has two highlights. The first is that a multi-feature fusion method is given by combining wavelet packet energy, fuzzy entropy and hierarchical theory. The second highlight is that a suitable classification model based on ensemble classifier is constructed for perfectly classification stroke signals. Entropy is an accessible way to measure information and uncertainty of time series. Many entropy-based methods have been developed these years. By comparing with the performances of permutation entropy, sample entropy, approximate entropy in measuring the characteristic of stroke patient's EEG signals, it can be found that fuzzy entropy has best performance in characterization stroke EEG signal. By combining hierarchical theory, wavelet packet energy and fuzzy entropy, a multi-feature fusion method is proposed. The method first calculates wavelet packet energy of EEG stroke signal, then extracts hierarchical fuzzy entropy feature by combining hierarchical theory and fuzzy entropy. The experimental results show that, compared with the fuzzy entropy feature, the classification accuracy based on the fusion feature of wavelet packet energy and hierarchical fuzzy entropy is much higher than benchmark methods. It means that the proposed multi-feature fusion method based on stroke EEG signal is an efficient measure in classifying ischemic and hemorrhagic stroke. Support vector machine (SVM), decision tree and random forest are further used as the stroke signal classification models for classifying ischemic stroke and hemorrhagic stroke. Experimental results show that, based on the proposed multi-feature fusion method, the ensemble method of random forest can get the best classification performance in accuracy among three models. [ABSTRACT FROM AUTHOR]