The present disclosure provides a switching power supply, an EMI filter, a common mode inductor and a wrapping method for the common mode inductor. The common mode inductor includes a first coil winding and a second coil winding. The wrapping method for a common mode inductor includes steps of: disposing two isolation blocking sheets at different positions of a magnetic core; wrapping the first coil winding around the magnetic core, wherein the first coil winding is divided into two wrapping areas by one of the isolation blocking sheets; wrapping the second coil winding around the magnetic core, wherein the second coil winding is divided into two wrapping areas by the other one of the isolation blocking sheets, wherein the first coil winding and the second coil winding are symmetrically wrapped.