Acceleration sensors are frequently applied to collect vibration signals for bearing fault diagnosis. To fully use these vibration signals of multi-sensors, this paper proposes a new approach to fuse multi-sensor information for bearing fault diagnosis by using ensemble empirical mode decomposition (EEMD), correlation coefficient analysis, and support vector machine (SVM). First, EEMD is applied to decompose the vibration signal into a set of intrinsic mode functions (IMFs), and a correlation coefficient ratio factor (CCRF) is defined to select sensitive IMFs to reconstruct new vibration signals for further feature fusion analysis. Second, an original feature space is constructed from the reconstructed signal. Afterwards, weights are assigned by correlation coefficients among the vibration signals of the considered multi-sensors, and the so-called fused features are extracted by the obtained weights and original feature space. Finally, a trained SVM is employed as the classifier for bearing fault diagnosis. The diagnosis results of the original vibration signals, the first IMF, the proposed reconstruction signal, and the proposed method are 73.33%, 74.17%, 95.83% and 100%, respectively. Therefore, the experiments show that the proposed method has the highest diagnostic accuracy, and it can be regarded as a new way to improve diagnosis results for bearings.