A multi-fidelity integration method is proposed to analyze the reliability of multiple performance indicators (MPI) for industrial robots. In order to high-fidelity mapping the performance of industrial robots, a unified multi-domain model (UMDM) is first established. The contribution-degree analysis is then used to classify the input random variables into interacting and non-interacting ones. Thus, the high-dimensional integration of reliability analysis is separated into a low-dimensional integration and multiple one-dimensional integrations in an additive form. Here, the low-dimensional integration consisting of the interacting variables is calculated using the high-precision mixed-degree cubature formula (MDCF), and the computational results are treated as high-fidelity data. The one-dimensional integration consisting of non-interacting variables is then computed by the highly efficient five-point Gaussian Hermite quadrature (FGHQ), and the computational results are named low-fidelity data. A multi-fidelity integration method is constructed by fusing the high-fidelity data and the low-fidelity data to obtain the statistical moments of the MPI. Subsequently, the probability density function and the failure probability of the MPI are estimated using the saddlepoint approximation method. Finally, some representative methods are performed to verify the superiority of the proposed method.