The bearing is the core component of the gearbox transmission system. Once it is damaged during operation, it will cause the shutdown of the mechanical equipment for maintenance. It has important application significance to carry out fault detection and remaining useful life (RUL) prediction. Whereas, some bottlenecks, such as the noise interference of state characteristics, the excessive dependence of supervised learning on prior samples, and the practical RUL online calculation, restrict the industrial application of RUL prediction for rotating machinery equipment. To overcome the above problems, this paper introduces the discrete wavelet transform (DWT) to decrease the noise of the vibration acceleration signal obtained, and then uses the sliding average method to weaken the transient excitation. To make the state characteristics of the monitored bearing trendy, linear, and monotonic, this paper proposes a new set of state interpret indicators: energy and cumulative summation feature (CSF) to reflect the bearing health status. Based on the available bearing health information, the fault boundary threshold is established through the 3[Formula: see text] criteria, which serves as the basis for first predicting time (FPT) detection. Once the FPT point is determined, this paper applies CSF to replace the original vibration acceleration amplitude as the degradation indicator, which has better linearity and monotonicity than amplitude-based indicators, and which is conducive to the implementation of simple structure curve fitting to carry out the overall RUL prediction. Comparing with existing methods, such as relevance vector machine (RVM), deep belief network (DBN), and particle filtering (PF)-based methods, the experimental results demonstrate that the proposed method has the best RUL prediction efficiency and the fastest convergence.