Abstract: Faults are a potential killer of large-scale mechanical equipment, such as wind power equipment, aircraft engines and high-end CNC machine. And fault diagnosis plays an irreplaceable role in ensuring the health operation of such equipment. Since the amount of the equipment diagnosed is great and the number of the sensors for the equipment is large, massive data are acquired by the high sampling frequency after the long-time operation of equipment. Such massive data promote fault diagnosis to enter the era of big data. And machinery intelligent fault diagnosis is a promising tool to deal with mechanical big data. In the big data era, new opportunities have been brought to intelligent fault diagnosis. For instance, data-centric academic thinking will become mainstream, it makes fault diagnosis in the system level possible, and a comprehensive analysis of faults becomes a trend. Meanwhile, new challenges have also been brought: the data are big but fragmentary, the fault feature extraction relies on much prior knowledge and diagnostics expertise, and the generalization ability of the shallow diagnosis model is weak. The characteristics of big data in intelligent fault diagnosis are discussed, and the inland and overseas research advances are reviewed from the three steps of intelligent fault diagnosis. The existing key problems of the current research in the era of big data are pointed out, and the approaches and research directions to these problems are discussed in the end.