When the rotating machinery fails, the signal generated by the faulty component often no longer maintains the original symmetry, which makes the vibration signal with nonlinear and non-stationary characteristics, and is easily affected by background noise and other equipment excitation sources. In the early stage of fault occurrence, the fault signal is weak and difficult to extract. Traditional fault diagnosis methods are not able to easily diagnose fault information. To address this issue, this paper proposes an early fault diagnosis method for symplectic geometry mode decomposition (SGMD) based on the optimal weight spectrum index (OWSI). Firstly, using normal and fault signals, the optimal weight spectrum is derived through convex optimization. Secondly, SGMD is used to decompose the fault signal, obtaining a series of symplectic geometric modal components (SGCs) and calculating the optimal weight index of each component signal. Finally, using the principle of maximizing the OWSI, sensitive components reflecting fault characteristics are selected, and the signal is reconstructed based on this index. Then, envelope analysis is performed on the sensitive components to extract early fault characteristics of rolling bearings. OWSI can effectively distinguish the interference components in fault signals using normal signals, while SGMD has the characteristic of unchanged phase space structure, which can effectively ensure the integrity of internal features in data. Using actual fault data of rolling bearings for verification, the results show that the proposed method can effectively extract sensitive components that reflect fault characteristics. Compared with existing methods such as Variational Mode Decomposition (VMD), Feature Mode Decomposition (FMD), and Spectral Kurtosis (SK), this method has better performance.