A special data acquisition system was established to analyze the skip rail guide impact load. It's found by experiment that the impact signal is severely interfered by several noises. After comprehensive comparison among several denoising methods, wavelet denoising method was adopted to process the skip rail guide impact signal collected on the field. The wavelet decomposing method was utilized to analyze the components of the signal and the main interference source was discovered. The smooth skip guide unload impact signal was attained by selecting the wavelet function, decomposition level and threshold strategy, which can provide reliable test data for skip guide 's further optimization.