In the real scenario of engineering, the failure time of rotating machinery is generally much less than when it is in a healthy condition. Considering the cost, it is unrealistic to conduct the large-sample and long-time failure tests. This results in the problem of data imbalance in fault diagnosis, i.e., the number of normal samples far exceeds that of the fault ones, which seriously affects the accuracy and stability of fault diagnosis. For the settlement of the above problem, an auxiliary classier Wasserstein generative adversarial network with gradient penalty (ACWGAN-GP) is proposed in this article, which is capable of generating high-quality samples for the minority classes stably utilizing an imbalanced training set.