The Hilbert-Huang transform is a novel, adaptive approach to time series analysis that does not make assumptions about the data form. This algorithm is adaptive and does not impose a basis set on the data, and thus the time-frequency decomposition is not limited by time-frequency uncertainty spreading. Because of its high time-frequency resolution, it will have important applications to the detection of gravitational wave signal. As a first step, we demonstrate a possibility of the application of a Hilbert- Huang transform to the search for gravitational waves.