Imbalanced data with a skewed class distribution are common in many real-world applications. Deep Belief Network (DBN) is a machine learning technique that is effective in classification tasks. However, conventional DBN does not work well for imbalanced data classification because it assumes equal costs for each class. To deal with this problem, cost-sensitive approaches assign different misclassification costs for different classes without disrupting the true data sample distributions. However, due to lack of prior knowledge, the misclassification costs are usually unknown and hard to choose in practice. Moreover, it has not been well studied as to how cost-sensitive learning could improve DBN performance on imbalanced data problems. This paper proposes an evolutionary cost-sensitive deep belief network (ECS-DBN) for imbalanced classification. ECS-DBN uses adaptive differential evolution to optimize the misclassification costs based on the training data that presents an effective approach to incorporating the evaluation measure (i.e., G-mean) into the objective function. We first optimize the misclassification costs, and then apply them to DBN. Adaptive differential evolution optimization is implemented as the optimization algorithm that automatically updates its corresponding parameters without the need of prior domain knowledge. The experiments have shown that the proposed approach consistently outperforms the state of the art on both benchmark data sets and real-world data set for fault diagnosis in tool condition monitoring.