In the process of lower limb rehabilitation training, fatigue estimation is of great significance to improve the accuracy of intention recognition and avoid secondary injury. However, most of the existing methods only consider surface electromyography (sEMG) features but ignore electrocardiogram (ECG) features when performing in fatigue estimation, which leads to the low and unstable recognition efficiency. Aiming at this problem, a method that uses the fusion features of ECG and sEMG signal to estimate the fatigue during lower limb rehabilitation was proposed, and an improved particle swarm optimization-support vector machine classifier (improved PSO-SVM) was proposed and used to identify the fusion feature vector. Finally, the accurate recognition of the three states of relax, transition and fatigue was achieved, and the recognition rates were 98.5%, 93.5%, and 95.5%, respectively. Comparative experiments showed that the average recognition rate of this method was 4.50% higher than that of sEMG features alone, and 13.66% higher than that of the combined features of ECG and sEMG without feature fusion. It is proved that the feature fusion of ECG and sEMG signals in the process of lower limb rehabilitation training can be used for recognizing fatigue more accurately.