The accurate detection and alleviation of driving fatigue are of great significance to traffic safety. In this study, we tried to apply the modified multi-scale entropy (MMSE) approach, based on variational mode decomposition (VMD), to driving fatigue detection. Firstly, the VMD was used to decompose EEG into multiple intrinsic mode functions (IMFs), then the best IMFs and scale factors were selected using the least square method (LSM). Finally, the MMSE features were extracted. Compared with the traditional sample entropy (SampEn), the VMD-MMSE method can identify the characteristics of driving fatigue more effectively. The VMD-MMSE characteristics combined with a subjective questionnaire (SQ) were used to analyze the change trends of driving fatigue under two driving modes: normal driving mode and interesting auditory stimulation mode. The results show that the interesting auditory stimulation method adopted in this paper can effectively relieve driving fatigue. In addition, the interesting auditory stimulation method, which simply involves playing interesting auditory information on the vehicle-mounted player, can effectively relieve driving fatigue. Compared with traditional driving fatigue-relieving methods, such as sleeping and drinking coffee, this interesting auditory stimulation method can relieve fatigue in real-time when the driver is driving normally.