This letter presents a multi-fault diagnosis scheme for bearings using hybrid features extracted from their acoustic emissions and a Bayesian inference-based one-against-all support vector machine (Bayesian OAASVM) for multi-class classification. The Bayesian OAASVM, which is a standard multi-class extension of the binary support vector machine, results in ambiguously labeled regions in the input space that degrade its classification performance. The proposed Bayesian OAASVM formulates the feature space as an appropriate Gaussian process prior, interprets the decision value of the Bayesian OAASVM as a maximum a posteriori evidence function, and uses Bayesian inference to label unknown samples.