The roadheader is a core piece of equipment for underground mining. The roadheader bearing, as its key component, often works under complex working conditions and bears large radial and axial forces. Its health is critical to efficient and safe underground operation. The early failure of a roadheader bearing has weak impact characteristics and is often submerged in complex and strong background noise. Therefore, a fault diagnosis strategy that combines variational mode decomposition and a domain adaptive convolutional neural network is proposed in this paper. To start with, VMD is utilized to decompose the collected vibration signals to obtain the sub-component IMF. Then, the kurtosis index of IMF is calculated, with the maximum index value chosen as the input of the neural network. A deep transfer learning strategy is introduced to solve the problem of the different distributions of vibration data for roadheader bearings under variable working conditions. This method was implemented in the actual bearing fault diagnosis of a roadheader. The experimental results indicate that the method is superior in terms of diagnostic accuracy and has practical engineering application value.