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In this paper, a new feature extraction method called refined composite multiscale global fuzzy entropy (RCMGFE) is proposed. Based on the proposed RCMGFE and self-organizing fuzzy logic classifier (SOF), a new method for bearing fault diagnosis is proposed. Firstly, the fault features of the original bearing signal are extracted by using the proposed refined composite multiscale global fuzzy entropy, and the fault feature set of RCMGFE is constructed on this basis. Secondly, the extracted RCMGFE fault feature set is divided into an offline training sample set, an online training sample set, and a testing sample set. The offline training sample set and the online training sample set are, respectively, input into the offline training stage and the online training stage of the SOF for selecting representative samples and constructing fuzzy rules. Then, the testing sample set is input to the testing stage of the SOF for classification. Finally, the data of drive end bearing and fan end bearing provided by Case Western Reserve University are used to verify the validity of the proposed fault diagnosis method. The experimental results show that, compared with other methods, the proposed fault diagnosis method has a higher classification effect.