The objective of this research is to investigate the feasibility of utilizing the multi-scale analysis and support vector machine (SVM) classification scheme to diagnose the bearing faults in rotating machinery. For complicated signals, the characteristics of dynamic systems may not be apparently observed in a scale, particularly for the fault-related features of rotating machinery. In this research, the multi-scale analysis is employed to extract the possible fault-related features in different scales, such as the multi-scale entropy (MSE), multi-scale permutation entropy (MPE), multi-scale root-mean-square (MSRMS) and multi-band spectrum entropy (MBSE). Some of the features are then selected as the inputs of the support vector machine (SVM) classifier through the Fisher score (FS) as well as the Mahalanobis distance (MD) evaluations. The vibration signals of bearing test data at Case Western Reserve University (CWRU) are utilized as the illustrated examples. The analysis results demonstrate that an accurate bearing defect diagnosis can be achieved by using the extracted machine features in different scales. It can be also noted that the diagnostic results of bearing faults can be further enhanced through the feature selection procedures of FS and MD evaluations.