Rolling bearings are crucial components in the fields of mechanical, civil, and aerospace engineering. They sometimes work under various operating conditions, which makes it harder to distinguish faults from normal signals. Nuisance attribute projection (NAP) is a technique that has been widely used in audio and image recognition to eliminate interference information in the extracted feature space. In constructing the weighted matrix of NAP, the setting of the weighted value represents the degree of interference between the feature vectors. The interference is either taken into consideration in whole, or not considered at all, which will inevitably lead to information loss. In our work, an entropy-weighted NAP (EWNAP) is proposed to deal with such “bipolar problem” in constructing the weighted matrix. The eigenvalues of covariance matrix of collected signals contain dynamical information, and the fuzzy entropy is adopted to evaluate the dispersion degree of these eigenvalues. After normalization, these entropy values are used to express the weight relationship in the weighted matrix of EWNAP. The features processed by EWNAP can be used as samples and combined with neural network to achieve fault diagnosis of rolling bearings. Furthermore, a fault diagnosis approach with insufficient data is demonstrated to validate the effectiveness of the proposed scheme. In the case studies, Case Western Reserve University bearing database and data collected from the bearing fault simulation bench are used. These case studies show that the proposed EWNAP alleviates the interference caused by various operating conditions, and the comparative analysis confirms that the proposed method works better than the conventional methods.