In order to study the shock response and the transmission characteristics of shock signals of missile parts during the missile launching, the time-frequency spectrum of the shock signals of the missile launching based on Hilbert-Huang transform has been analyzed. As empirical mode decomposition (EMD) is susceptible to white noise, ensemble empirical mode decomposition (EEMD) is researched. The Hilbert-Huang transform (HHT) is used to analyze the real shock signal from different points of the missile, the intrinsic mode function (IMF) and the time-frequency-energy distribution of the shock signals have been showed by HHT exactly, and the frequency distribution of two shocks and the correlation between each order IMF and the original signal are studied. The frequency characteristics of energy transmission have been compared at low frequency and high frequency. Additionally, the superior performance of HHT method to analyze the non-linear and non-stationary shock signals has been verified.