Rotating machinery is widely used in modern industry. It is one of the most critical components in a variety of machinery and equipment. Along with the continuous development of science and technology, the structures of rotating machinery become of larger scale, of higher speed, and more complicated, which results in higher probability of concurrent failure in practice. It is important to enable reliable, safe, and efficient operation of large-scale and critical rotating machinery, which requires us to achieve accurate diagnosis of concurrent fault, for example, rolling bearing diagnosis, gearbox diagnosis, and compressor diagnosis. In this paper, to achieve concurrent fault diagnosis for rotating machinery, which cannot be accurately diagnosed by existing methods, we develop an integrated method using artificial immune algorithm and evidential theory.