•A highly accurate intelligent scheme is proposed for fault diagnosis.•The combination between an adaptive learning rate method and Nesterov momentum is proposed to improve the standard deep belief network.•The proposed method can automatically extract valid fault features from frequency domain signals.•A new adaptive learning rate deep belief network with Nesterov momentum capable of identifying different fault states is constructed. The effective fault diagnosis of rotating machinery is critical to ensure the continuous operation of equipment and is more economical than scheduled maintenance. Traditional signal processing-based and artificial intelligence-based methods, such as wavelet packet transform and support vector machine, have been proved effective in fault diagnosis of rotating machinery, which prevents unexpected machine breakdowns due to the failure of significant components. However, these methods have several disadvantages that make them unable to automatically and effectively extract valid fault features for the effective fault diagnosis of rotating machinery. A novel adaptive learning rate deep belief network combined with Nesterov momentum is developed in this study for rotating machinery fault diagnosis. Nesterov momentum is adopted to replace traditional momentum to enable declining in advance and to improve training performance. Then, an individual adaptive learning rate method is used to select a suitable step length for accelerating descent. To confirm the utility of the proposed deep learning network architecture, two examinations are implemented on datasets from gearbox and locomotive bearing test rigs. Results indicate that the method achieves impressive performance in fault pattern recognition. Comparisons with existing methods are also conducted to demonstrate that the proposed method is more accurate and robust.