Unlike many traditional feature extraction methods of vibration signal such as ensemble empirical mode decomposition (EEMD), deep belief network (DBN) in deep learning can extract the useful information automatically and reduce the reliance on experts, with signal processing technology, and troubleshooting experience. In conventional fault diagnosis, data labels are required for classifiers such as support vector machine, random forest, and artificial neural networks. These are usually based on expert knowledge, for training and testing. But the process is usually tedious. The clustering model, on the other hand, can finish the roller bearings fault diagnosis without data labels, which is more efficient. There are some common clustering models which include fuzzy C-means (FCM), Gustafson–Kessel (GK), Gath–Geva (GG) models, and affinity propagation (AP). Unlike FCM, GK, and GG, which require knowledge or experience to pre-set the number of cluster center points, AP clustering algorithm can obtain the cluster center point according to the responsibility and availability calculations for all data points automatically. To the best of the authors’ knowledge, AP is rarely used for fault diagnosis. In this paper, a method which combines DBN, with several hidden layers, and AP for roller bearings fault diagnosis is proposed. For data visualization, the principal component analysis (PCA) is deployed to reduce the dimension of the extracted feature. The first two principal components are employed as the input of the FCM, GK, GG, and AP models for roller bearings faults diagnosis. Compared with other combination models such as EEMD–PCA–FCM/GK/GG and DBN–PCA–FCM/GK/GG, the proposed method, from the experimental results, is superior to the aforementioned combination models.