The service conditions of underground coal mine equipment are poor, and it is difficult to accurately extract the fault characteristics of rolling bearings. In order to better improve the accuracy of fault identification of rolling bearings, a fault detection method based on multiscale permutation entropy and SOA-SVM is proposed. First, the whale optimization algorithm is used to select the modal analysis number K and the penalty factor α of the variational mode decomposition algorithm. Then, the vibration signal of rolling bearings is dissolved according to the optimized variational mode decomposition algorithm, and the multi-scale permutation entropy of the main intrinsic mode function is calculated. Finally, the feature values of the matrix are entered into the SVM algorithm optimized by the seagull optimization algorithm to obtain the classification result. The experimental results based on the published rolling bearing datasets of Western Reserve University show that the identification success rate of the proposed method can reach 98.75%. The fault detection of the rolling bearings can be completed accurately and efficiently.