The ring laser gyro signal contains complex noise components, affecting the system’s measurement accuracy. It is an engineering problem worthy of study to find an effective method to reduce the noise in the sampling signal and improve the system’s accuracy. In order to reduce various noises of the ring laser gyroscope and improve its measurement accuracy, a noise reduction method combining complete ensemble empirical mode decomposition with adaptive noise and the Savitzky–Golay algorithm is proposed. First, the measured samples are mode decomposed, and the concept of weighted-permutation entropy is introduced to distinguish the noisy modes. Then, the Savitzky–Golay algorithm is used to process the noisy modes, and finally, the signal is reconstructed. Simulated test signal and actual gyro signal are used to test, and compared with the EMD noise reduction method, each indicator is improved. The paper proposes a new noise reduction method for the laser gyro signal, and introduces weighted-permutation entropy to analyze the dividing point. The test data show the effectiveness of the method.