Rolling bearing fault diagnosis is a meaningful and challenging task. Most methods first extract statistical features and then carry out fault diagnosis. At present, the technology of intelligent identification of bearing mostly relies on deep neural network, which has high requirements for computer equipment and great effort in hyperparameter tuning. To address these issues, a rolling bearing fault diagnosis method based on the improved deep forest algorithm is proposed. Firstly, the fault feature information of rolling bearing is extracted through multigrained scanning, and then the fault diagnosis is carried out by cascade forest. Considering the fitting quality and diversity of the classifier, the classifier and the cascade strategy are updated. In order to verify the effectiveness of the proposed method, a comparison is made with the traditional machine learning method. The results suggest that the proposed method can identify different types of faults more accurately and robustly. At the same time, it has very few hyperparameters and very low requirements on computer hardware.