In gas turbine rotor system fault diagnosis intelligent method based on data-driven is an important means to monitor the health status of gas turbine, it is necessary to obtain sufficient effective fault data to train the intelligent diagnosis model. In the actual operation of gas turbine, the collected gas turbine fault data is limited, and the small and imbalanced fault samples seriously affect the accuracy of fault diagnosis method. Aiming at the imbalance of gas turbine fault data, an Improved Deep Convolutional Generative Adversarial Network (Improved DCGAN) suitable for gas turbine signal is proposed, an structural optimization on generator of Deep Convolutional Generative Adversarial Network (DCGAN) and gradient penalty improvement on the loss function are introduced to generate effective fault data and improve the classification accuracy. The experiment results of gas turbine test bench demonstrated that the proposed method generated effective fault samples as a supplementary set of fault samples to balance the dataset, effectively improved the fault classification and diagnosis performance of gas turbine rotor in the case of small samples, The proposed method can be used as a solution to the problems of small unbalanced fault samples, and provides an effective method for gas turbine fault diagnosis.