Focused on the modal parameter identification from impulse response signals, a novel method of modal parameters identification based on Laplace wavelet correlation filtering is proposed. Using EMD method, the response signals of structure are firstly decomposed into several uncoupled signals, vibrating at a natural frequency. Secondly, the Laplace wavelet correlation filtering method is employed to identify modal parameters from each uncoupled signal. The computing results of simulative signals show that the proposed method can not only identify accurate damped natural frequency parameters, but also identify the damping ratio with high precision. The analyzing results of experiment signals show that the proposed method is also effective in practical application.