Broad learning system (BLS) has been widely applied in the field of fault diagnosis because of its high computational efficiency, simple structure, and strong interpretability. However, traditional BLS cannot extract deep level fault features. Meanwhile, some fault samples are difficult to obtain, which leads to the imbalance of samples and further affects the diagnostic results of BLS. To solve these problems, an improved BLS fault diagnosis method based on data enhancement and multi-domain feature fusion is proposed. First, to solve the problem of sample imbalance, some false samples are generated through Deep Convolutional Generative Adversarial Networks (DCGAN). Second, to solve the problem of poor feature extraction ability of BLS, the multi-domain feature extraction and feature optimization based on ReliefF algorithm are carried out for the enhanced samples. Compared with traditional BLS, the improved BLS effectively solves the problem of sample imbalance and greatly improves the diagnostic accuracy. The proposed method is then testified on the rolling bearing fault simulation test bench. The results show that, samples generated by the proposed method are highly similar to the real samples. In addition, the diagnostic accuracy of the BLS after multi-domain feature extraction and optimization is improved by about 19.67%, which proves the effectiveness of the method. This method provides a new perspective in fault diagnosis and could further expand the application of BLS in fault diagnosis.