When some new‐type sensors are subjected electromagnetic interference (EMI), the traditional standard can no longer serve as the guidance for their EMI protection. Therefore, it is necessary to evaluate the complexity of the new sensing equipment's suffering from electromagnetic interference. A hybrid method of feature extraction and complexity evaluation of Electromagnetic Interference signals based on generalised correntropy criterion (GCC) is proposed. First, a variational mode decomposition algorithm for adaptive extraction of decomposed signals is constructed using GCC, and Generalised S‐transform is used for processing and reorganisation. Then, according to the time‐frequency space model, a new quantitative evaluation criterion interference factor is proposed, which overcomes the shortcomings of the traditional qualitative classification and the inability to solve the cross classification of indicators. Then, the Gated Recurrent Unit is introduced, and the GCC‐GRU evaluation model with GCC as the loss function is derived. The authors conduct EMI tests and measured signal evaluation with Medium Voltage and High Voltage switches, and the results show that the method proposed is correct and effective.