A method to monitor the health status of a rolling bearing of a machinery, including a first acquiring step of a rotation speed value of a shaft coupled to the rolling bearing, a second acquiring step of a first signal generated by a vibration sensor located on the machinery in a position distant from the rolling bearing, and a first calculating step of a variation of the shaft rotation speed value during a predetermined time interval, and if the calculated variation of the rotation speed falls within a predetermined variation interval, performing a first filtering step of the first signal with a first algorithm based on a vibration produced by parts of the machinery different from the bearing at the rotation speed value, so as to obtain a second signal representative of a bearing health status.