Semantic segmentation of remote sensing images is an important technique for spatial analysis and geocomputation. It has important applications in the fields of military reconnaissance, urban planning, resource utilization and environmental monitoring. In order to accurately perform semantic segmentation of remote sensing images, we proposed a novel multi-scale deep features fusion and cost-sensitive loss function based segmentation network, named MFCSNet. To acquire the information of different levels in remote sensing images, we design a multi-scale feature encoding and decoding structure, which can fuse the low-level and high-level semantic information. Then a max-pooling indices up-sampling structure is designed to improve the recognition rate of the object edge and location information in the remote sensing image. In addition, the cost-sensitive loss function is designed to improve the classification accuracy of objects with fewer samples. The penalty coefficient of misclassification is designed to improve the robustness of the network model, and the batch normalization layer is also added to make the network converge faster. The experimental results show that the classification performance of MFCSNet outperforms U-Net and SegNet in classification accuracy, object details and prediction consistency.