An improved Empirical Mode Decomposition (EMD) based de-noising method is proposed in this paper. The improved method hybrids EMD based threshold de-noising and Savitzky-Golay filtering method. Noisy signal is decomposed into Intrinsic Mode Functions (IMFs), then the high frequency IMFs are de-noising by soft threshold method and the low frequency IMFs are de-noising by Savitzky-Golay filtering method. Thus the high frequency part and the smoothing property of the low frequency signal could be remained. The method is tested on simulated data and the de-noising performance of the improved method is better than the EMD based threshold method and the Savitzky-Golay filtering method used alone.