Accurate diagnosis of rolling bearing fault on the normal operation of machinery and equipment has a very important significance. A method combining Ensemble Empirical Mode Decomposition (EEMD) and Random Forest (RF) is proposed. Firstly, the original signal is decomposed into several intrinsic mode functions (IMFs) by EEMD, and the effective IMFs are selected. Then their energy entropy is calculated as the feature. Finally, the classification is performed by RF. In addition, the wavelet method is also used in the proposed process, the same as EEMD. The results of the comparison show that the EEMD method is more accurate than the wavelet method.