According to the problems of choosing the intrinsic mode functions(IMF) components when denoising for vibration signal of rotor system by ensemble empirical mode decomposition(EEMD), and the vibration signal is periodic, an ensemble empirical mode decomposition de-noising method based on correlation coefficients is proposed. First of all, the ensemble empirical mode decomposition decomposes an original signal into a collection of intrinsic mode functions (IMFs), and calculates the correlation coefficients between IMFs’ autocorrelation function and original signal autocorrelation function. Second, IMF components are chosen to reconstruct signal based on correlation coefficients, and the original signal is de-noised. Meanwhile, the efficient and result are studied for different parameters of EEMD,then the method of choosing parameters is proposed. The simulate signal and vibration signal of rotor system are used to test and the results show that the de-noising method presented here has feasibility and validity.