Lidar echo signal is a typical non-steady-state, non-stationary signal, and difficult to be dealt with by the traditional filtering methods. As a new signal processing theory proposed in recent years, empirical mode decomposition method can adaptively divide the lidar echo signal into different intrinsic mode function (IMF) components according to different time scale, and noise mainly concentrates in the high-frequency component. However, when filtered with simply removing high frequency component, the useful signal will be possibly reduced. In the present paper, a new method which combines empirical mode decomposition (EMD) with Savitzky-Golay filter is proposed. With experiments, it is indicated that our approach not only removes the noise component effectively but also maintains the useful signal, then will improve the accuracy in the next phase of data processing.