Timely and accurate state detection and fault diagnosis of rolling element bearings are very critical to ensuring the reliability of rotating machinery. This paper proposes a novel method of rolling bearing fault diagnosis based on a combination of ensemble empirical mode decomposition (EEMD), weighted permutation entropy (WPE) and an improved support vector machine (SVM) ensemble classifier. A hybrid voting (HV) strategy that combines SVM-based classifiers and cloud similarity measurement (CSM) was employed to improve the classification accuracy. First, the WPE value of the bearing vibration signal was calculated to detect the fault. Secondly, if a bearing fault occurred, the vibration signal was decomposed into a set of intrinsic mode functions (IMFs) by EEMD. The WPE values of the first several IMFs were calculated to form the fault feature vectors. Then, the SVM ensemble classifier was composed of binary SVM and the HV strategy to identify the bearing multi-fault types. Finally, the proposed model was fully evaluated by experiments and comparative studies. The results demonstrate that the proposed method can effectively detect bearing faults and maintain a high accuracy rate of fault recognition when a small number of training samples are available.