In the 66kV transmission line, the compensation effect of the arc suppression coil, so the amplitude of fault zero sequence current is weak after the occurrence of single-phase grounding responsibility. The fault characteristics are not obvious, and there is environmental noise interference during fault signal acquisition, which further increases the difficulty of ground fault feature extraction. To solve the above problems, a fault transient feature extraction method of 66kV transmission line is proposed, based on improved wavelet threshold and Complete Ensemble Empirical Mode Decomposition with adaptive noise (CEEMDAN) - Fuzzy measure entropy (FME). The characteristics of single-phase grounding transient fault in small current grounding system are analyzed. The transient fault signal was preprocessed by an improved wavelet threshold method, and the transient fault characteristics were extracted accurately by CEEMDAN-FME processing. The proposed method has good anti-noise performance through the simulation comparison and verification of denoising processing and transient feature extraction by MATLAB. It can effectively extract fault features when the interference degree is significant.