To effectively extract the typical features of the bearing, a new method that related the local mean decomposition Shannon entropy and improved kernel principal component analysis model was proposed. First, the features are extracted by time-frequency domain method, local mean decomposition, and using the Shannon entropy to process the original separated product functions, so as to get the original features. However, the features been extracted still contain superfluous information; the nonlinear multi-features process technique, kernel principal component analysis, is introduced to fuse the characters. The kernel principal component analysis is improved by the weight factor. The extracted characteristic features were inputted in the Morlet wavelet kernel support vector machine to get the bearing running state classification model, bearing running state was thereby identified. Cases of test and actual were analyzed.