Intelligent bearing fault diagnosis is a necessary approach to ensure the stable operation of rotating machinery. However, it is usually difficult to collect fault data under actual working conditions, leading to a serious imbalance in training datasets, thus reducing the effectiveness of data-driven diagnostic methods. During the stage of data augmentation, a multi-scale progressive generative adversarial network (MS-PGAN) is used to learn the distribution mapping relationship from normal samples to fault samples with transfer learning, which stably generates fault samples at different scales for dataset augmentation through progressive adversarial training. During the stage of fault diagnosis, the MACNN-BiLSTM method is proposed, based on a multi-scale attention fusion mechanism that can adaptively fuse the local frequency features and global timing features extracted from the input signals of multiple scales to achieve fault diagnosis. Using the UConn and CWRU datasets, the proposed method achieves higher fault diagnosis accuracy than is achieved by several comparative methods on data augmentation and fault diagnosis. Experimental results demonstrate that the proposed method can stably generate high-quality spectrum signals and extract multi-scale features, with better classification accuracy, robustness, and generalization.