A second harmonic de-noising method based on variational mode decomposition and wavelet threshold function is proposed to solve the problem of external noise interference in second harmonic spectra during gas concentration measurement by tunable diode laser absorption spectroscopy (TDLAS). In this paper, we decompose the noisy second harmonic signal to get the useful intrinsic mode functions (IMFs) and reconstruct them. Then, we conduct the de-noising process for the reconstructed signal with the wavelet threshold function. The selection of the optimal balance parameter in the variational mode decomposition is discussed, and the proportional relationship of the optimal balance parameter with the noise in the noisy signal is obtained. Better noise suppression is achieved by changing the threshold function of wavelet transform and thereby altering the high-frequency wavelet coefficients. The de-noising results of actual measurement curves show that the proposed de-noising method can effectively suppress the noise and extract the useful second harmonic signal in the case of a poor signal-to-noise ratio.