Abstract: On the basis of sequence stratigraphy and sedimentary cyclicity, time-frequency analysis is adopted for the sequence stratigraphic study in the eastern depression of the north Yellow Sea. 1D discrete wavelet transform with multi scale decomposition is applied to well logs, which is denoised with threshold method. The method of principal component analysis is used for fusion of multi-well logging curves, and obtained is the first principal component curve which can reflect the stratigraphic parameters. Then applying 1-D continuous wavelet transform on the curve, according to the different scale factors for modulus maxima method, divide the sequence upon different levels. As the results, four sequences and eight parasequences are defined. Upon the basis, further study is made on the sedimentary cyclicity and mircrofacies of the sequence. Wavelet transform is then performed for the mircrofacies as a unit, and then divide the rock group by the small scale factors. The results show that well log wavelet transform can make the sequence stratigraphy in high resolution and study the sedimentary cycles effectively.