This paper presents a wavelet packet selective algorithm to suppress the radio frequency interference (RFI) in the step-frequency ground-penetrating radar (SFGPR). Based on the property and the form of RFI in the frequency domain of radar echo, the methods of RFI suppression are studied, and the new algorithm is proposed. Using the new algorithm to suppress the RFI in experimental GPR data, the result of the experimentation shows that the algorithm can effectively suppress the RFI in SFGPR. Finally, the performance of the algorithm is analyzed and evaluated. Compared with the median filter algorithm, the ability of the new algorithm to suppress the RFI is significantly improved.