I changed mintty's font settings to consolas (system language: Simplified Chinese), but the consolas font only supports English characters. So windows will auto fallback other characters to system default fonts, other characters will look very ugly (at least in Simplified Chinese), like this:

So I hope that mintty will support fallback font settings in future versions. Just like the font settings of the Intellj IDEA:

mintty already uses Uniscribe for output, so will use Windows linked fonts if specified in the registry:
https://docs.microsoft.com/en-us/globalization/input/font-technology#font-linking
which you have to set up yourself for standard fonts.
Windows "font fallback" is the original facility to use Windows equivalent fonts names as a substitute for font names available on other platforms, e.g. Times->Times New Roman, Courier->Courier New, Swiss->Arial, etc.
Thanks for your reply, I will try it later.
Solved, thank you.
Mintty now supports script-specific secondary fonts, option FontChoice. Configuration example:
FontChoice=Hebrew:6;Arabic:7;Han:8;Hangul:9
Font6=David
Font7=Simplified Arabic Fixed
Font8=FangSong
Font9=MingLiU
Released 3.0.2.
Most helpful comment
Mintty now supports script-specific secondary fonts, option
FontChoice. Configuration example: