Mechanical fault diagnosis of a circuit breaker can help improve the reliability of power systems. Therefore, a new method based on multiscale entropy (MSE) and the support vector machine (SVM) is proposed to diagnose the fault in high voltage circuit breakers. First, Variational Mode Decomposition (VMD) is used to process the high voltage circuit breaker’s vibration signals, and the reconstructed signal can eliminate the effect of noise. Second, the multiscale entropy of the reconstructed signal is calculated and selected as a feature vector. Finally, based on the feature vector, the fault identification and classification are realized by SVM. The feature vector constructed by multiscale entropy is compared with other feature vectors to illustrate the superiority of the proposed method. Through experimentation on a 35 kV SF6 circuit breaker, the feasibility and applicability of the proposed method for fault diagnosis are verified.