In order to measure ultrashort pulse more accurate, wavelet transform was applied to spectral phase interferometry of direct electric reconstruction (SPIDER) using joint time frequency analysis and multi-scale analysis feature. The given pulse was simulated based on wavelet transform. It was discussed that the influence of shaping factor to error of retrieval phase. The selecting principle of shape factor was determined. The characterization of Ti: sapphire laser was measured with SPIDER based on wavelet transform. The comparison with Fourier transform proves the precision of the above discussion.