A novel algorithm of wavelet transform, called the on-line wavelet transform, which can be used in on-line processing of signals of an instrumental analysis, is proposed. And application of the on-line wavelet transform in denoising of high performance liquid chromatograms was investigated. Results showed that the noise in chromatograms was cleanly removed by the method, peak position after the on-line de-noising dose not change, and the linearity of calibration curves of concentration versus peak area remained and even was improved. Quantitative determination of three mixed samples were investigated with five standard samples; the recoveries were between 94.0-105.0%.