A new multi-timescale analysis method, Ensemble Empirical Mode Decomposition (EEMD), is used to diagnose the variation of the MJO activity determined by 850hPa and 200hPa zonal winds from the National Centers for Environmental Prediction/National Center for Atmospheric Research (NCEP/NCAR) Reanalysis data for the 56-yr period from 1950 to 2005. The results show that MJO activity can be decomposed into 9 quasi-periodic oscillations and a trend. With each level of contribution of the quasi-periodic oscillation discussed, the bi-seasonal oscillation, the interannual oscillation and the trend of the MJO activity are the most prominent features. The trend increases almost linearly, so that prior to around 1978 the activity of the MJO is lower than that during the latter part. This may be related to the tropical sea surface temperature(SST). It is speculated that the interdecadal change in the MJO activity appeared in around 1978 is related to the warmer SST in the equatorial warm pool, especially over the Indian Ocean.