In bioinformatics, the biological functions of proteins and their interactions can often be analyzed by the similarity of their sequences. In this paper, the authors combine the fractal dimension, empirical mode decomposition (EMD), and sliding window for protein sequence comparison. First, the protein sequence is characterized and digitized into a signal, and then the signal characteristics are obtained by using EMD and fractal dimension. Each protein sequence can be decomposed into Intrinsic Mode Functions (IMFs). The fixed window's fractal dimension is applied to each IMF and the original signal to extract the protein sequence characteristics.Experiments have shown that the feature extracted by this hybrid method is superior to the EMD method alone.