EMD (Empirical Mode Decomposition) technique has indicated the advantages and potentials in applications related to processing the nonlinear and non-stationary time series. In this paper, EMD method is adopted to study the solar cycles on various time scales. Using the EMD method, the averages of monthly medians of sunspot numbers of 110 years (1894-2003) and 55 years (1949-2003) can be decomposed into a series of modes and a trend respectively, including 1.3~1.4 years periodic component, 25~30 months QBO (Quasi-Biennial Oscillation) component, 11-year solar cycle component and 22 year Hale cycle component. Among those, the ll-year solar cycle mode with the largest amplitude has the high correlations with original sunspot numbers. In a nutshell, the EMD method other than the traditional and conventional methods can bring us the isolated characteristics of the solar variations on various time scales.