Fault diagnosis of rotating machinery plays an important role in modern industrial machines. In this paper, a modified sparse Bayesian classification model (i.e., Standard_SBC) is utilized to construct the fault diagnosis system of rotating machinery. The features are extracted and adopted as the input of the SBC-based fault diagnosis system, and the kernel neighborhood preserving embedding (KNPE) is proposed to fuse the features. The effectiveness of the fault diagnosis system of rotating machinery based on KNPE and Standard_SBC is validated by utilizing two case studies: rolling bearing fault diagnosis and rotating shaft fault diagnosis. Experimental results show that base on the proposed KNPE, the feature fusion method shows superior performance. The accuracy of case1 and case2 is improved from 93.96% to 99.92% and 98.67% to 99.64%, respectively. To further prove the superiority of the KNPE feature fusion method, the kernel principal component analysis (KPCA) and relevance vector machine (RVM) are utilized, respectively. This study lays the foundation for the feature fusion and fault diagnosis of rotating machinery.