The invention provides a feature extraction method and device for a partial discharge signal of a transformer suitable for the technical field of transformers. The method comprises that a Rogowski coil arranged in a grounding lead of the transformer collects an original electric signal of partial discharge of the transformer, and the original electric signal is filtered and ampflied; the filteredand amplified original electric signal is input to an oscilloscope and then converted into a digital signal, and the oscilloscope samples the digital signal according to a preset rule to obtain sampling data; and feature extraction is carried out on the obtained sampling data to obtain features of partial discharge of the transformer. The method can be used to extract features of the partial discharge signal of the transformer conveniently, rapidly and accurately to realize detection for partial discharge of the transformer.