Aiming at the problem of low SNR of the phase-sensitive optical time domain reflectometer(Φ-OTDR), proposed is a wavelet information entropy denoising algorithm based on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN). Combining with the CEEMDAN, the high frequency information of disturbance position was extracted by wavelet entropy threshold de-noising, and the SNR of the system was improved. First, Savitzky-Golay filter algorithm was used to smooth the original Rayleigh scattering backscattering signals between different optical pulses collected by Φ-OTDR. Secondly, CEEMDAN was used to decompose the single pulse signal into intrinsic mode function (IMF) after sliding difference, and the CMSE criterion was used to identify the high frequency band IMF with high noise. Then, the wavelet entropy adaptive threshold denoising algorithm was used to denoise the above high frequency band IMF with wavelet threshold. Finally, it was reconstructed with low frequency band IMF and residual component. The measured data of the self-developed coherent Φ-OTDR system was verified. Results show that SNR is improved by 3dB compared with two traditional denoising algorithms, which is of great significance for practical applications.