According to the speckle feature in Optical coherence tomography (OCT), images with speckle indicate not only noise but also signals, an improved wavelet hierarchical threshold filter (IWHTF) method is proposed. At first, a modified hierarchical threshold-selected algorithm is used to prevent signals from being removed by assessing suitable thresholds for different noise levels. Then, an improved wavelet threshold function based on two traditional threshold functions is proposed to trade-off between speckle removing and sharpness degradation. The de-noising results of an OCT finger skin image shows that the IWHTF method obtains better objective evaluation metrics and visual image quality improvement. When α=0.2, β=5.0 and K=1.2, the improved method can achieve 9.58 dB improvement in signal-to-noise ratio, with sharpness degraded by 3.81%.