In the preprocessing of high-precision navigation and positioning data, the most widely used MW combination cycle slip detection method is greatly affected by pseudorange noise. It has issues such as missing small cycle slips and failing to promptly reset the recursive averaging process after cycle slip detection failure, which leads to subsequent threshold divergence. This paper proposes an improved MW combination cycle slip detection method based on Complete Ensemble Empirical Mode Decomposition (CEEMDAN), permutation entropy, and wavelet denoising, which uses CEEMDAN to decompose the cycle slip signal into a series of intrinsic modal functions (IMFs) and then selects the IMFs that require denoising through the permutation entropy algorithm, and the wavelet denoising technique is combined to eliminate the residual noise further, so that the noise can be removed more accurately. Experimental results show that compared with the original MW algorithm, the proposed improved method can effectively reduce the influence of pseudo-range noise, and reduce the false detection rate of cycle slip from 1.6% and 6–0%. All small period slips can be successfully detected in complex noise environments, avoiding the missed detection of the original MW algorithm and the related threshold divergence problems.