The acquired bearing fault signal usually reveals nonlinear and non-stationary nature. Moreover, in the actual environment, some other interference components and strong background noise are unavoidable, which lead to the fault feature signal being weak. Considering the above issues, an effective bearing fault diagnosis technique via local robust principal component analysis (LRPCA) and multi-scale permutation entropy (MSPE) was introduced in this paper. Robust principal component analysis (RPCA) has proven to be a powerful de-noising method, which can extract a low-dimensional submanifold structure representing signal feature from the signal trajectory matrix. However, RPCA can only handle single-component signal. Therefore, in order to suppress background noise, an improved RPCA method named LRPCA is proposed to decompose the signal into several single-components. Since MSPE can efficiently evaluate the dynamic complexity and randomness of the signals under different scales, the fault-related single-components can be identified according the MPSE characteristic of the signals. Thereafter, these identified components are combined into a one-dimensional signal to represent the fault feature component for further diagnosis. The numerical simulation experimentation and the analysis of bearing outer race fault data both verified the effectiveness of the proposed technique.