To improve the recognition accuracy of ship-radiated noise, a feature extraction method based on regenerated phase-shifted sinusoid-assisted empirical mode decomposition (RPSEMD), mutual information (MI), and differential symbolic entropy (DSE) is proposed in this paper. RPSEMD is an improved empirical mode decomposition (EMD) that alleviates the mode mixing problem of EMD. DSE is a new tool to quantify the complexity of nonlinear time series. It not only has high computational efficiency, but also can measure the nonlinear complexity of short time series. Firstly, the ship-radiated noise is decomposed into a series of intrinsic mode functions (IMFs) by RPSEMD, and the DSE of each IMF is calculated. Then, the MI between each IMF and the original signal is calculated; the sum of MIs is taken as the denominator; and each normalized MI (norMI) is obtained. Finally, each norMI is used as the weight coefficient to weight the corresponding DSE, and the weighted DSE (WDSE) is obtained. The WDSEs are sent into the support vector machine (SVM) classifier to classify and recognize three types of ship-radiated noise. The experimental results demonstrate that the recognition rate of the proposed method reaches 98.3333%. Consequently, the proposed WDSE method can effectively achieve the classification of ships.