The large rotating machinery functioning of the rotor is one of the most important issues. It has great significance to identify the fault early and implement intelligent fault diagnosis. However there is a big nonlinear about large rotating machinery and has less fault samples. This led great difficulties for feature selection and state recognition. Based on Entropy in feature selection, we extract each intrinsic mode’s function energy as eigenvector and make them for input parameter of the support vector machine (SVM) to fault diagnosis. The experiment shows that this method can classify the fault state, and completed intelligent fault diagnosis.