Early fault diagnosis of high-speed train bearings under road spectrum shocks is challenging. As a conventional narrowband demodulation method, the Fast Kurtogram (FK) class of algorithms have some drawbacks: the fixed-band segmentation strategy makes it difficult for the method to find the optimal demodulation frequency band (ODFB); other major limitations are the poor robustness of the statistical index of the blind algorithm and the poor adaptiveness of the target algorithm given the need to the know the bearing operating state in advance. To address these issues, this paper proposes Ensefgram, an early fault detection method for high-speed train bearings with the acoustic emission signal as an example. First, a filter bank is designed by combining the spectral trend with the median dichotomy strategy, which adaptively segments the frequency band and retains the integrity of the sub-band fault components to the maximum extent. In addition, a novel statistical index, termed the maximum weighted spectral energy frequency factor, is proposed, and it is combined with the envelope spectrum negentropy (ES-negentropy) to form a composite index ENSEF, which can select the ODFB blindly. Finally, the proposed method was validated by simulation and applying test signals close to the real working conditions of a high-speed train. Compared with FK, Infogram, and other methods, Ensefgram provides more accurate detection results for the early fault diagnosis of bearings.