The present disclosure provides a switching power supply, an EMI filter, a common mode inductor and a wrapping method for the common mode inductor. The common mode inductor includes: a magnetic core; two multilayered coil windings symmetrically wrapped around the magnetic core; and two isolation gaps each of which is formed in respective one of the two multilayered coil windings, and is configured to divide, by beginning from a first layer, the respective one of the multilayered coil windings into two wrapping areas.