In order to obtain better super-resolution reconstruction results of depth images, this paper constructs a multi-scale color image guidance depth image super-resolution reconstruction convolutional neural network. In this paper, the multi-scale fusion method is used to realize the guidance of high resolution (HR) color image features to low resolution (LR) depth image features, which is beneficial to the restoration of image details. In the process of extracting features from LR depth images, a multiple receptive field residual block (MRFRB) is constructed to extract and fuse the features of different receptive fields, and then connect and fuse the features of each MRFRB output to obtain global fusion features. Finally, the HR depth image is obtained through sub-pixel convolution layer and global fusion features. The experimental results show that the super-resolution image obtained by this method alleviates the edge distortion and artifact problems, and has better visual effects.