In order to eliminate or suppress the noise (especially speckle noise) in frequency domain optical coherence tomography (FD-OCT) imaging system which will degrade the images quality, a speckle denoise method based on wave atom threshold de-noising algorithm is presented. Wave atom transform is a novel two-dimensional multi-scale transform,and it meets the curve-wave parabolic proportion scale relationship and anisotropy. Moreover, wave atom is suit to mode at any of the local direction to the axial direction of the anisotropic with model sparse expand. FD-OCT images of the human eye fundus tissue and the skin of finger tip are taken as test image samples. The comparative studies with the proposed method, traditional wavelet threshold algorithm and fast curvelet transform algorithm are given. The results show that the wave atom-based threshold de-noising method can successfully despeckle the noise in OCT images but maintain the detail edges of testing images. It is shown that the proposed method is better than the traditional wavelet threshold method and the fast curvelet transform.