Intelligent fault diagnosis techniques cross rotating machines have great significances in theory and engineering For this purpose, this paper presents a novel method using novel stacked transfer auto-encoder (NSTAE) optimized by particle swarm optimization (PSO). First, novel stacked auto-encoder (NSAE) model is designed with scaled exponential linear unit (SELU), correntropy and nonnegative constraint. Then, NSTAE is constructed using NSAE and parameter transfer strategy to enable the pre-trained source-domain NSAE to adapt to the target-domain samples. Finally, PSO is used to flexibly decide the hyperparameters of NSTAE. The effectiveness and superiority of the presented method are investigated through analyzing the collected experimental data of bearings and gears from different rotating machines.