Various domain adaptation (DA) methods have been proposed to address distribution discrepancy and knowledge transfer between the source and target domains. However, many DA models focus on matching the marginal distributions of two domains and cannot satisfy fault-diagnosed-task requirements. To enhance the ability of DA, a new DA mechanism, called deep joint distribution alignment (DJDA), is proposed to simultaneously reduce the discrepancy in marginal and conditional distributions between two domains. A new statistical metric that can align the means and covariances of two domains is designed to match the marginal distributions of the source and target domains. To align the class conditional distributions, a Gaussian mixture model is used to obtain the distribution of each category in the target domain. Then, the conditional distributions of the source domain are computed via maximum-likelihood estimation, and information entropy and Wasserstein distance are employed to reduce class conditional distribution discrepancy between the two domains. With joint distribution alignment, DJDA can achieve domain confusion to the highest degree. DJDA is applied to the fault transfer diagnosis of a wind turbine gearbox and cross-bearing with unlabeled target-domain samples. Experimental results verify that DJDA outperforms other typical DA models.