The realization of accurate fault diagnosis is crucial to ensure the normal operation of machines. At present, an intelligent fault diagnosis method based on deep learning has been widely applied in mechanical areas due to its strong ability of feature extraction and accurate identification. However, it often depends on enough training samples. Generally, the model performance depends on sufficient training samples. However, the fault data are always insufficient in practical engineering as the mechanical equipment often works under normal conditions, resulting in imbalanced data. Deep learning-based models trained directly with the imbalanced data will greatly reduce the diagnosis accuracy. In this paper, a diagnosis method is proposed to address the imbalanced data problem and enhance the diagnosis accuracy. Firstly, signals from multiple sensors are processed by the wavelet transform to enhance data features, which are then squeezed and fused through pooling and splicing operations. Subsequently, improved adversarial networks are constructed to generate new samples for data augmentation. Finally, an improved residual network is constructed by introducing the convolutional block attention module for enhancing the diagnosis performance. The experiments containing two different types of bearing datasets are adopted to validate the effectiveness and superiority of the proposed method in single-class and multi-class data imbalance cases. The results show that the proposed method can generate high-quality synthetic samples and improve the diagnosis accuracy presenting great potential in imbalanced fault diagnosis.