The Milky Way (MW) bulge is a fundamental Galactic component for understanding the formation and evolution of galaxies, in particular our own. The ESO Public Survey VISTA Variables in the Via Lactea is a deep near-IR survey mapping the Galactic bulge and southern plane. Data taken during 2010-11 covered 315 deg2 in the bulge area in the JHKs bands. We used VVV data for the whole bulge area as a single and homogeneous data set to build for the first time a single colour-magnitude diagram (CMD) for the entire Galactic bulge. Photometric data in the JHKs bands were combined to produce a single and huge data set containing 173.1M+ sources in the three bands. Selecting only the data points flagged as stellar, the total number of sources is 84.0M+. We built the largest CMDs published up to date, containing 173.1+ million sources for all data points, and more than 84.0 million sources accounting for the stellar sources only. The CMD has a complex shape, mostly owing to the complexity of the stellar population and the effects of extinction and reddening towards the Galactic centre. The red clump (RC) giants are seen double in magnitude at b ~ -8-10 deg, while in the inner part (b ~ 3deg) they appear to be spreading in colour, or even splitting into a secondary peak. The analysis of the outermost bulge area reveals a well-defined sequence of late K and M dwarfs, seen at (J-Ks) ~ 0.7-0.9 mag and Ks~14 mag. The interpretation of the CMD yields important information about the MW bulge, showing the fingerprint of its structure and content. We report a well-defined red dwarf sequence in the outermost bulge, which is important for the planetary transit searches of VVV. The double RC in magnitude seen in the outer bulge is the signature of the X-shaped MW bulge, while the spreading of the RC in colour are caused by reddening effects.