In recent years, the Broad Learning System (BLS) has been acknowledged for its potential to revolutionize traditional artificial intelligence methods due to its short training time, strong interpretability, and simple structure. In the evolution of BLS, Prof. C. L. Philip Chen’s team introduced the Fuzzy Broad Learning System (FBLS) by replacing the feature nodes of BLS with fuzzy subsystems, thereby further reducing the training time. However, the traditional FBLS, with its straightforward structure, falls short in achieving higher fault diagnosis accuracy when handling raw vibration signals. This paper presents a bearing fault diagnosis approach employing multi-domain feature selection and the fuzzy broad learning system (MS-FBLS), aiming to enhance the diagnostic accuracy of FBLS through multi-domain feature selection. Primarily, a set of 49 features spanning time domain, frequency domain, time-frequency domain, and entropy values is extracted from the original vibrational signals. This combination builds a 49-dimensional multidomain feature set that exploits the information behind the input data as much as possible, thus compensating for the lack of feature extraction capability in FBLS. Afterward, the Random Forest algorithm assesses the significance of all features, leading to a reordering of the multidomain feature set based on their respective importance levels. Ultimately, the reorganized multidomain feature set is then fed into the FBLS, enabling the identification of various failure states within the bearing. The experimental validation conducted on the rolling bearing fault simulation test bed showcased that, in comparison to the traditional FBLS, the MS-FBLS method not only elevates diagnostic accuracy by 23.46%, but also substantially enhances diagnostic speed. These results serve as comprehensive evidence affirming the effectiveness of the method.