The diagnosis of compound-fault is always a difficult point, and there is not an effective method in equipment diagnosis field, then a new method of compound-fault diagnosis was presented. The vibration signals at start-up in the gearbox are non-stationary signals, and traditional ways of diagnosis have low precision. Order tracking and wavelet packet and rough sets theory are introduced in the compound-fault diagnosis of bearing. First, the vibration signals at start-up were resampled using computer order tracking arithmetic and equal angle distributed vibration signals were obtained, and wavelet packet has been used for equal angle distributed vibration signals decomposition and reconstruction. Then, energy distribution of every frequency band can be calculated according to normalization process. A new feature vector can be obtained, then clear and concise decision rules can be obtained by rough sets theory. Finally, the result of compound-fault example proves that the proposed method has high validity and more amplitude appliance foreground.