Traditional intelligent fault diagnosis of rolling bearings work well only under a common assumption that the labeled training data (source domain) and unlabeled testing data (target domain) are drawn from the same distribution. When the distribution changes, most fault diagnosis models need to be rebuilt from scratch using newly recollected labeled training data. However, it is expensive or impossible to annotate huge amount of training data to rebuild such new model. Meanwhile, large amounts of labeled training data have not been fully utilized yet, which is apparently a waste of resources. As one of the important research directions of transfer learning, domain adaptation (DA) typically aims at minimizing the differences between distributions of different domains in order to minimize the cross-domain prediction error by taking full advantage of information coming from both source and target domains. In this paper, we present one of the first studies on unsupervised DA in the field of fault diagnosis of rolling bearings under varying working conditions and a novel diagnosis strategy based on unsupervised DA using subspace alignment (SA) is proposed. After processed by unsupervised DA with SA, the distributions of training data and testing data become close and the classifier trained on training data can be used to classify the testing data. Experimental results on the 60 domain adaptation diagnosis problems under varying working condition in Case Western Reserve benchmark data and 12 domain adaptation diagnosis problems under varying working conditions in our new data are given to demonstrate the effectiveness of the proposed method. The proposed methods can effectively distinguish not only bearing faults categories but also fault severities.