To solve the problem that the mode mixing phenomenon of Empirical Mode Decomposition(EMD) in processing the non-linear and non-stationary signal and the anti-noise performance of traditional Prony method is not insufficient.On this basis,the paper presented a new method of harmonic detection based on Complete Ensemble Empirical Mode Decomposition(CEEMD) and improved Prony method.Firstly,harmonic signal with noise is decomposed into Intrinsic Mode Function(IMF)by CEEMD.And then, the obtained IMF component carries on thresholding denoising based on energy threshold method. Given the original Prony method, the solving process of the actual order and the linear prediction parameters are optimized. At last, the harmonic components after de-noising are detected and analyzed by improved Prony method. Through the MATLAB simulation experiment and the measured data of three-phase uncontrollable load verify that this method can not only accurately identify the characteristic parameters of harmonics, but also has good anti-noise performance,which provides a new way for the harmonic analysis.