The theory of wavelet thresholding denoising is analyzed and applied to process the data measured by gravimeter in order to effectively alleviate the effect of different noise in high precise gravitational system. The signal to noise ration (SNR) is used as the index for evaluating the performance of the data processing methods. Theoretical analysis and emulation experiments indicate that wavelet thresholding denoising, adaptive wavelet thresholding denoising and adaptive Kalman filtering are all effective in alleviating the effects of different noise, but the performance of adaptive wavelet thresholding denoising is best.