Electro Magnetic Pulse(EMP) signals are generated in laser shooting experiment. The output signals of electric field probe utilized to measure these EMP signals are differential signals, which need to be integrated before the measurement results can be obtained. Because of the bandwidth limitation，analog integrator cannot meet the measurement requirements, the integration can be completed only through digital integrator. In this paper, the digital integrator is designed based on the wavelet transform and Fourier transform. The wavelet soft threshold method and the low frequency zero drift removal method are adopted to deal with the high frequency random noise and zero drift error of differential signals. After research and analysis, it can integrate the EMP signals whose rise time is less than 100?ns, and has achieved good results.