Bearings are one of the core components of rotating machine machinery. Monitoring their health status can ensure the safe and stable operation of rotating machine equipment. The limited nature of bearing fault samples makes it difficult to meet the demand for sufficient samples based on deep learning methods. Therefore, how to solve the problem of small- samples is the key to achieving intelligent fault diagnosis. In bearing failures based on vibration signals, the complex operating environment causes the vibration signals to inevitably mix with noise. The mixing of fault signature features and noise intensifies the strong spatial coupling of different types of fault features. In addition, diagnosing bearing failures under different loads is challenging because of the complex working conditions of bearings. Given the above problems, a small sample-bearing fault diagnosis method based on a high and low-frequency layered algorithm (HLFLA) and a novel Zernike moment feature attention convolutional neural network (ZMFA-CNN) is proposed. First, the proposed HLFLA converts one-dimensional time series signals into two-dimensional signals distributed rectangularly according to different frequency bands, and is used to simplify network feature screening, reduce the impact of noise, and retain adjacent signal constraint information. In addition, a new Zernike moment feature attention convolutional neural network is proposed to further extract multi-order moment features and attention weights, and can significantly improve the model generalization ability without increasing model parameters. At the same time, it is combined with FRN and TLU to further improve model performance. Finally, sufficient experiments verified that the algorithm proposed in this paper can solve the above problems and has excellent transfer generalization ability and noise robustness. In addition, the experimental results of applying the algorithm proposed in this article to gas turbine main bearing fault diagnosis prove the reliability of the algorithm proposed in this article.