The invention discloses an improved processing method of ensemble empirical mode decomposition with adaptive noise. The method comprises the following steps: adding positive white noise and negative white noise into an original signal; performing empirical mode decomposition and ensemble average of the signal added with the positive white noise and the negative white noise so as to obtain an averaged first-order intrinsic mode function and a corresponding residual component; and continuously adding positive and negative self-adaptive noise into the residual component, then, continuously performing empirical mode decomposition and ensemble average of the component added with the positive and negative self-adaptive noise until averaged all-order intrinsic mode functions and a final residual component are obtained. According to the invention, the positive and negative self-adaptive noise is added into the original signal; therefore, the content of the noise residual in the intrinsic mode function obtained by ensemble empirical mode decomposition with adaptive noise is reduced; the intrinsic mode function having better performances is provided; furthermore, the calculating amount is small; and thus, the improved method disclosed by the invention can be widely applicable in the field of signal processing.