We used the four periods of the fluid gravity observation data from the northern Xinjiang networks from 2015 to 2017 to analyse the half year and the one year gravity change characteristics of the researched region, decomposed the gravitational anomalies before the August 9, 2017 Jinghe M_S6.6 earthquake with the wavelet decomposition method and extracted the gravitational anomalies in different depths. The result shows that there have been negative gravitational changes near Jinghe since 2015. Meanwhile, the positive gravity changes with high value around the epicenter have gradually moved to the epicenter region. There were gravity zero change line 60km south to the epicenter before the earthquake, and the gravity changes accumulated up to 70 microgal before the earthquake. After the wavelet decomposition, 4 order wavelet obviously reflects the gravitational anomalies of the Jinghe earthquake, and shows consistency with earthquake preparation. Different depths of gravitational anomalies could be extracted and the near surface or shallow gravity anomalies irrelevant to earthquake preparation could be removed using wavelet analysis.