To address the problem that traditional signal separation algorithms cannot efficiently and accurately analyze specific faults, a signal extraction method combining Variational Mode Decomposition (VMD), Laplacian Energy (LE) and Variational Mode Extraction (VME) was proposed, and multi-class Relevance Vector Machine (mRVM) together with Dempster-Shafer (DS) evidence theory was adopted for intelligent fault diagnosis. This method is dedicated to the small-sample data scenario. First, the VMD-LE-VME method is used to extract effective fault information from fault signals and obtain multi-domain features. Second, the multi-domain features are input into the mRVM for fault identification. Finally, the classification results are fused by means of DS evidence theory to derive the final diagnosis results. Experimental results verify the effectiveness and superiority of the proposed method in handling small-sample data.