In order to extract the purer rain sound signal from the rain sound signal mixed with various noises, this paper proposes a denoising method of rain sound signal based on the combination of improved fully adaptive noise set empirical mode decomposition (CEEMDAN) and wavelet threshold. Methods Crosscorrelation function was introduced to find the optimal decomposition level F value of CEEMDAN, and the signal was decomposed into multiple intrinsic mode components (IMF) with high frequency to low frequency by CEEMDAN algorithm. Using wavelet threshold, the noise component in the high frequency IMF component is filtered out, and finally, the denoised high frequency IMF component and the denoised low frequency IMF component are reconstructed to extract a relatively pure rain sound signal. The experiment shows that the denoising effect of this method is superior to the traditional methods such as empirical mode decomposition (EMD) denoising algorithm and wavelet threshold denoising algorithm, and the denoised rain signal can accurately reflect the characteristics of environmental rain, thus improving the accuracy of rain analysis.