In view of lidar return signal easily polluted by various noises, a new method of Empirical Mode Decomposition (EMD) that can analyze the nonlinear and non-stationary signal is introduced to decompose lidar signal. The method based on signal intrinsic time scales is used to extract the energy and frequency of signal. With the method, the Mie lidar signal polluted by noises is decomposed into a number of Intrinsic Mode Function (IMF). In the reconstruction course of IMFs, the IMFs including high-frequency noise are excluded to reduce the noise. The experiment results demonstrate that the method has powerful and adaptive de-noising ability. To denoise Mie lidar signal by using the method has been attempted. It is believed that the method can provide a new effective way of noise reduction for weak lidar signal.