Faults in building Heating, Ventilation, and Air-condition (HVAC) system create an uncomfortable indoor environment and cause energy waste. The data-driven method has been widely applied for Fault Detection and Diagnosis (FDD) in the complex building HVAC system. This method relies on the availability of many fault data which is difficult to collect. This makes it quite challenging to apply the data-driven methods for the FDD of the HVAC system. Thus, a novel data-driven FDD method that only utilizes small fault data collected from a Variable Refrigerant Flow air condition system has been proposed. Under different conditions, the fault and normal data are collected in an enthalpy difference laboratory to create small and imbalanced data. A generative network is developed by combining Wasserstein Generative Adversarial Network with Gradient Penalty and Variational Auto-Encoder. To improve the FDD classifier’s accuracy and to train an end-to-end network model using small and imbalanced data, two ensemble classifiers are embedded into the generative network. The dataset includes normal and fault data have been applied to train the modified generative network, and two ensemble classifiers are used to detect and diagnose the fault, respectively. The performance indexes show that the proposed method is much better than the SMOTE-based methods in almost all training groups. Besides, the comparison between the proposed method and generative network with a single classifier indicates that the ensemble classifiers can improve the F1-score of fault detection and the accuracy of fault diagnosis.