We first extend our formulation for the calculation of $pi$- and $sigma$-meson screening masses to the case of finite chemical potential $mu$. We then consider the imaginary-$mu$ approach, which is an extrapolation method from imaginary chemical potential ($mu=i mu_{rm I}$) to real one ($mu=mu_{rm R}$). The feasibility of the method is discussed based on the entanglement Polyakov-loop extended Nambu--Jona-Lasinio (EPNJL) model in 2-flavor system. As an example, we investigate how reliable the imaginary-$mu$ approach is for $pi$- and $sigma$-meson screening masses, comparing screening masses at $mu_{rm R}$ in the method with those calculated directly at $mu_{rm R}$. We finally propose the new extrapolation method and confirm its efficiency.