The characteristics that hydraulic pump fault vibration signal is weak and unstable, brings difficulty to vector extraction and fault diagnosis. To solve these problems, a method was put forward for vector extraction based on the combination of CEEMDAN and information entropy. The fault vibration signal of hydraulic pump was decomposed by CEEMDAN to obtain the intrinsic mode functions (IMF), the information entropy of them was calculated and 3 smallest were selected to rebuild new signal. The multi domain entropy of the new signal was calculated, which worked as vectors to train the decision tree. The results of hydraulic pump fault diagnosis experiment demonstrate the effectiveness and superiority of the method.