Recently, deep learning methods are becomingincreasingly popular in the field of fault diagnosis and achieve great success. However, since the rotation speeds and load conditions of rotating machines are subject to change during operations, the distribution of labeled training dataset for intelligent fault diagnosis model is different from the distribution of unlabeled testing dataset, where domain shift occurs. The performance of the fault diagnosis may significantly degrade due to this domain shift problem. Unsupervised domain adaptation has been proposed to alleviate this problem by aligning the distribution between labeled source domain and unlabeled target domain. In this paper, we propose triplet loss guided adversarial domain adaptation method (TLADA) for bearing fault diagnosis by jointly aligning the data-level and class-level distribution. Data-level alignment is achieved using Wasserstein distance-based adversarial approach, and the discrepancy of distributions in feature space is further minimized at class level by the triplet loss. Unlike other center loss-based class-level alignment approaches, which hasto compute the class centers for each class and minimize the distance of same class center from different domain, the proposed TLADA method concatenates 2 mini-batches from source and target domain into a single mini-batch and imposes triplet loss to the whole mini-batch ignoring the domains. Therefore, the overhead of updating the class center is eliminated. The effectiveness of the proposed method is validated on CWRU dataset and Paderborn dataset through extensive transfer fault diagnosis experiments.