Traditional fault diagnosis models often overlook the interconnections between segments of vibration data, resulting in the loss of critical feature information. Therefore, an efficient fault diagnosis model tailored for rolling bearings is proposed in this paper. The 1D vibration signals are first preprocessed using ensemble empirical mode decomposition (EEMD) to generate multiple intrinsic mode functions (IMF) as individual nodes. The percentage distance between each node is calculated using the Wasserstein distance (WD) to capture the relationships between nodes and use it as the edge weights to construct a node graph. An improved multi-head graph attention network (MGAT) model is established to extract features and perform classification on the node graph. This MGAT model effectively utilizes the relationships between nodes and enhances the accuracy of fault diagnosis. The experimental results demonstrate that the proposed method achieves higher accuracy compared to similar models while requiring less processing time.