The construction quality of the bolt is directly related to the safety of the project, and as such, it must be tested. In this paper, the improved complete ensemble empirical mode decomposition (ICEEMD) method is introduced to the bolt detection signal analysis. The ICEEMD is used in order to decompose the anchor detection signal according to the approximate entropy of each intrinsic mode function (IMF). The noise of the IMFs is eliminated by the wavelet soft threshold de-noising technique. Based on the approximate entropy, and the wavelet de-noising principle, the ICEEMD-De anchor signal analysis method is proposed. From the analysis of the vibration analog signal, as well as the bolt detection signal, the result shows that the ICEEMD-De method is capable of correctly separating the different IMFs under noisy conditions, and also that the IMF can effectively identify the reflection signal of the end of the bolt.