Accurate prediction of pneumoconiosis is essential for individualized early prevention and treatment. However, the different manifestations and high heterogeneity among radiologists make it difficult to diagnose and stage pneumoconiosis accurately. Here, based on DR images collected from two centers, a novel deep learning model, namely Multi-scale Lesion-aware Attention Networks (MLANet), is proposed for diagnosis of pneumoconiosis, staging of pneumoconiosis, and screening of stage I pneumoconiosis. A series of indicators including area under the receiver operating characteristic curve, accuracy, recall, precision, and F1 score were used to comprehensively evaluate the performance of the model. The results show that the MLANet model can effectively improve the consistency and efficiency of pneumoconiosis diagnosis. The accuracy of the MLANet model for pneumoconiosis diagnosis on the internal test set, external validation set, and prospective test set reached 97.87%, 98.03%, and 95.40%, respectively, which was close to the level of qualified radiologists. Moreover, the model can effectively screen stage I pneumoconiosis with an accuracy of 97.16%, a recall of 98.25, a precision of 93.42%, and an F1 score of 95.59%, respectively. The built model performs better than the other four classification models. It is expected to be applied in clinical work to realize the automated diagnosis of pneumoconiosis digital chest radiographs, which is of great significance for individualized early prevention and treatment.