The data-driven method is an important tool in the field of underwater acoustic signal processing. In order to realize the feature extraction of ship-radiated noise (S-RN), we proposed a data-driven optimization method called improved variational mode decomposition (IVMD). IVMD, as an improved method of variational mode decomposition (VMD), solved the problem of choosing decomposition layers for VMD by using a frequency-aided method. Furthermore, a novel method of feature extraction for S-RN, which combines IVMD and sample entropy (SE), is put forward in this paper. In this study, four types of S-RN signals are decomposed into a group of intrinsic mode functions (IMFs) by IVMD. Then, SEs of all IMFs are calculated. SEs are different in the maximum energy IMFs (EIMFs), thus, SE of the EIMF is seen as a novel feature for S-RN. To verify the effectiveness of the proposed method, a comparison has been conducted by comparing features of center frequency and SE of the EIMF by IVMD, empirical mode decomposition (EMD) and ensemble EMD (EEMD). The analysis results show that the feature of S-RN can be obtain efficiently and accurately by using the proposed method.