Shock signal filtering method based on the adaptive decomposition level of wavelet transformation approach was proposed to extract weak vibration signals covered with shock vibration signals. This method chose the wavelet base according to the characters of shock signal, and then removed the impact vibration signal with the theory of the adaptive decomposition level of wavelet transformation. In order to get a better result of filtering, a self-adaptive method was proposed to determine the decomposition level. The numerical simulation of standard weak signals and actual measured weak sand vibration signals both under the impacted interference shows that this method can determine wavelet decomposition level and can effectively extract weak vibration information covered with shock vibration signals.