In order to reduce the noise of signal, a new denoising approach was proposed based on Singular Value Decomposition (SVD) and Savitzky-Golay filter. The change law of negentropy with Signal-to-Noise Ratio (SNR) was analyzed, then the negentropy was treated as an evaluating parameter of noise suppression, and the optimal dimension of the Hankel matrix of the signal was obtained. Then the Savitzky-Golay filter was used to process the singular values which are used to reconstruct the denoised signal, and the effect of Savitzky-Golay filter configuration on denoising result was studied, then the optimal configuration of Savitzky-Golay filter was determined by defining error function. The proposed approach was applied to multi-component periodic signal and linear frequency modulation signal denoising. The result shows that the proposed approach can reduce the noise effectively, and it is an effective denoising approach.