The invention discloses a wavelet filter for extracting an effective quench signal of a high temperature superconducting magnet. The wavelet filter comprises an AD conversion module, a wavelet analysis module, a control module and a DA conversion module, wherein the wavelet analysis module is used to filter a quench signal of the high temperature superconducting magnet; the control module is usedto adjust a filter coefficient of the device; and through the control module, output signals can be controlled to achieve free adjustment within a total of 11 levels from 0%, 10%,...... to 100%. According to the wavelet filter disclosed by the invention, the online filtering of the quench signal can be realized. Results show that by adopting the wavelet filter disclosed by the invention, voltage fluctuations coupled to the quench signal caused by current fluctuations can be effectively filtered; the method can be applied to a quench protection system of the superconducting magnet, and protection misoperations caused by the voltage fluctuations can be effectively prevented; and the wavelet filter has great significance for the long-time stable operation of superconducting equipment.