Aiming at the problem that traditional demodulated resonance technology has the deficiency of difficulty to choose the parameters of band-pass filter, Kalman filter technology and fast spectral kurtosis were combined for fault feature extraction of rolling bearing. AR model was firstly built with gearbox original vibration signals, and then model order was ascertained with AIC formula, and finally model parameters were calculated with least-squares method. The original signals were pretreated by Kalman filter. Fast spectral kurtosis (FSK) was used to choose parameters of the best band-pass filter, and finally fault diagnosis was achieved by the energy operator demodulation spectrum analysis of band-pass filtered signal. The analysis result of engineering signals indicated that fault feature extraction method based on Kalman filter and fast spectral kurtosis can primely provide a new feature extraction method for rolling bearing’s week fault.