Some artificial intelligence algorithms have gained much attention in the rotating machinery fault diagnosis due to their robust nonlinear regression properties. In addition, existing deep learning algorithms are usually dependent on single signal features, which would lead to the loss of some information or incomplete use of the information in the signal. To address this problem, three kinds of popular signal processing methods, including Fast Fourier Transform (FFT), Short-Time Fourier Transform (STFT) and directly slicing one-dimensional data into the two-dimensional matrix, are used to create four different datasets from raw vibration signal as the input data of four enhancement Convolutional Neural Networks (CNN) models. Then, a fuzzy fusion strategy is used to fuse the output of four CNN models that could analyze the importance of each classifier and explore the interaction index between each classifier, which is different from conventional fusion strategies. To show the performance of the proposed model, an artificial fault bearing dataset and a real-world bearing dataset are used to test the feature extraction capability of the model. The good anti-noise and interpretation characteristics of the proposed method are demonstrated as well.