Deep learning methods have been introduced for fault diagnosis of rotating machinery. Most methods have good performance when processing bearing data at a certain rotating speed. However, most rotating machinery in industrial practice has variable working speed. When processing the bearing data with variable rotating speed, the existing methods have low accuracies, or need complex parameter adjustments. To solve this problem, a fault diagnosis method based on continuous wavelet transform scalogram (CWTS) and Pythagorean spatial pyramid pooling convolutional neural network (PSPP-CNN) is proposed in this paper. In this method, continuous wavelet transform is used to decompose vibration signals into CWTSs with different scale ranges according to the rotating speed. By adding a PSPP layer, CNN can process CWTSs in different sizes. Then the fault diagnosis of variable rotating speed bearing can be carried out by a single CNN model without complex parameter adjustment. Compared with a spatial pyramid pooling (SPP) layer that has been used in CNN, a PSPP layer locates as front layer of CNN. Thus, the features obtained by PSPP layer can be delivered to convolutional layers for further feature extraction. According to experiment results, this method has higher diagnosis accuracy for variable rotating speed bearing than other methods. In addition, the PSPP-CNN model trained by data at some rotating speeds can be used to diagnose bearing fault at full working speed.