At present, data-driven fault diagnosis has made significant achievements. However, in actual industrial environments, labeled fault data are difficult to obtain, making the industrial application of intelligent fault diagnosis models very challenging. This limitation even prevents intelligent fault diagnosis algorithms from being applicable in real-world industrial settings. In light of this, this paper proposes a Collaborative Domain Adversarial Network (CDAN) method for the fault diagnosis of rolling bearings using unlabeled data. First, two types of feature extractors are employed to extract features from both the source and target domain samples, reducing signal redundancy and avoiding the loss of critical signal features. Second, the multi-kernel clustering algorithm is used to compute the differences in input feature values, create pseudo-labels for the target domain samples, and update the CDAN network parameters through backpropagation, enabling the network to extract domain-invariant features. Finally, to ensure that unlabeled target domain data can participate in network training, a pseudo-label strategy using the maximum probability label as the true label is employed, addressing the issue of unlabeled target domain data not being trainable and enhancing the model’s ability to acquire reliable diagnostic knowledge. This paper validates the CDAN using two publicly available datasets, CWRU and PU. Compared with four other advanced methods, the CDAN method improved the average recognition accuracy by 7.85% and 5.22%, respectively. This indirectly proves the effectiveness and superiority of the CDAN in identifying unlabeled bearing faults.