In modern manufacturing processes, requirements for automatic fault diagnosis have been growing increasingly as it plays a vitally important role in the reliability and safety of industrial facilities. Rolling bearing systems represent a critical part in most of the industrial applications. In view of the strong environmental noise in the working environment of rolling bearing, its vibration signals have nonstationary and nonlinear characteristics, and those features are difficult to be extracted. In this article, we proposed a new intelligent fault diagnosis method for rolling bearing with unlabeled data by using the convolutional neural network (CNN) and fuzzy $C$ -means (FCM) clustering algorithm. CNN is first utilized to automatically extract features from rolling bearing vibration signals. Then, the principal component analysis (PCA) technique is used to reduce the dimension of the extracted features, and the first two principal components are selected as the fault feature vectors. Finally, the FCM algorithm is introduced to cluster those rolling bearing data in the derived feature space and identify the different fault types of rolling bearing. The results indicate that the newly proposed fault diagnosis method can achieve higher accuracy than other existing results in the literature.