With the steady progress of China"s "strong smart grid", HVDC Flexible System with MMC has been a great advantage in the process of electricity transmission. It is very necessary to ensure safe and reliable operation for MMC-HVDC. This paper proposes a time-frequency analysis method of transient current signal based on CEEMDAN energy entropy, Through the analysis of the feature of the IMF and the energy entropy number after single pole grounding fault to detect fault zone and put forward the detection criterion. The effectiveness of the method have verified by the simulation model of MMC-HVDC on PSCAD.