At present, most brain functional studies are based on traditional frequency bands to explore the abnormal functional connections and topological organization of patients with depression. However, they ignore the characteristic relationship of electroencephalogram (EEG) signals in the time domain. Therefore, this paper proposes a network decomposition model based on Improved Empirical Mode Decomposition (EMD), it is suitable for timefrequency analysis of brain functional network. On the one hand, it solves the problem of mode mixing on original EMD method, especially on high-density EEG data. On the other hand, by building brain function networks on different intrinsic mode function (IMF), we can perform time-frequency analysis of brain function connections. It provides a new insight for brain function connectivity analysis of major depressive disorder (MDD). Experimental results found that the IMFs waveform decomposed by Improved EMD was more stable and the difference between IMFs was obvious, it indicated that the mode mixing can be effectively solved.Besides, the analysis of the brain network, we found that the changes in MDD functional connectivity on different IMFs, it may be related to the pathological changes for MDD. More statistical results on three network metrics proved that there were significant differences between MDD and normal controls (NC) group. In addition, the aberrant brain network structure of MDDs was also confirmed in the hubs characteristic. These findings may provide potential biomarkers for the clinical diagnosis of MDD patients.