Measuring accuracy of trajectory parameters decreases because of the serious effect caused by noises produced in the process of shock signal acquisition of supersonic bullets. It is necessary to denoise signals acquired. This paper firstly introduces characteristics and elements of the shock and then analyses process about how to choose ways to denoising. Wavelet packet with the quality of timefrequency analysis is chose as the main tool for denoising in this paper. The effect of denoising is closely linked to the choice of threshold in theories of wavelet. The setting process of wavelet function, decomposition scale and threshold is mainly talked in this paper. The results shows that multithreshold denoising to shock wave by use of wavelet packet is extremely workable and proponent.