Wind turbine fault diagnostics is essential for enhancing turbine performance and lowering maintenance expenses. Supervisory control and data acquisition (SCADA) systems have been extensively recognized as a feasible technology for the realization of wind turbine fault diagnosis tasks due to their capacity to generate vast volumes of operation data. However, wind turbines generally operate normally, and fault data are rare or even impossible to collect. This makes the SCADA data distribution imbalanced, with significantly more normal data than abnormal data, resulting in a decrease in the performance of existing fault diagnosis techniques. This article presents an innovative deep learning-based fault diagnosis method to solve the SCADA data imbalance issue. First, a data generation module centered on generative adversarial networks is designed to create a balanced dataset. Specifically, the long short-term memory network that can handle time series data well is used in the generator network to learn the temporal correlations from SCADA data and thus generate samples with temporal dependencies. Meanwhile, the convolutional neural network (CNN), which has powerful feature learning and representation capabilities, is employed in the discriminator network to automatically capture data features and achieve sample authenticity discrimination. Then, another CNN is trained to perform fault classification using the augmented balanced dataset. The proposed approach is verified utilizing actual SCADA data derived from a wind farm. The comparative experiments show the presented approach is effective in diagnosing wind turbine faults.