Aiming at the non-linear characteristics of bearing vibration signals as well as the complexity of condition-indicating information distribution in the signals, a new rolling element bearing fault diagnosis method based on hierarchical fuzzy entropy and support vector machine is proposed in this paper. By incorporating the advantages of both the concept of fuzzy sets and the hierarchical decomposition of hierarchical entropy, hierarchical fuzzy entropy is developed to extract the fault features from the bearing vibration signals, which can provide more useful information reflecting bearing working conditions than hierarchical entropy. After feature extraction with hierarchical fuzzy entropy, a multi-class support vector machine is trained and then employed to fulfill an automated bearing fault diagnosis. The experimental results demonstrate that the proposed approach can identify different bearing fault types as well as severities precisely.