This paper aims to present an experimental device, which measures the displacement of an outer ring of a roller bearing subjected to two loads: a stationary load and a rotational load. This displacement is measured with a very high degree of accuracy, by means of a capacitive probe. The probe and its associated electronics convert the displacement into a proportional voltage. The relation displacement/load is proportional since linear elasticity domain of the material is not exceeded. The empirical mode decomposition applied to the measured signal allows discriminating the stationary and rotational loads and thus gives an easy access to the value of the load. Both the numerical simulations and prototype testing confirm the relevance of the device. The applications are numerous: 1) located on the wheels of motor vehicles, potential optimization of the information received by the integrated safety devices; 2) opportunity to measure the load on lifting equipments; and 3) possibility to monitor the defects of machines through vibratory analysis.