The paper provides an introduction to the properties and use of the continuous wavelet transform. It then describes the wavelet analysis of the breakdown of a confined vortex flow where time series data of the centre-line velocities from a pulsed vortex flow at a pipe orifice are examined using the Mexican hat wavelet transform. The development of the signal from the periodic, vortex flow via an energetic turbulent breakdown region to a flow composed of low-frequency coherent structures at intermittent temporal scales is monitored using wavelet transform plots, wavelet energy plots and wavelet power spectra.