In this paper, continuous wavelet transform (CWT) is used to extract the number and the relevant positions of the alpha-helices and short peptides connecting alpha-helices and beta-strands (connecting peptides) from the amino acid sequences of proteins. The amino acid sequence is first mapped into hydrophobicity sequence, and then transformed into CWT value of sequence domain in appropriate scale via CWT. The number and the relevant positions of the alpha-helices and connecting peptides can be extracted easily and accurately according to the minima of wavelet coefficient in corresponding CWT plot of hydrophobic value sequences with appropriate scale. The analytical results demonstrate that alpha-helices and connecting peptides can be predicted conveniently and rapidly when this method is used in the processing of 100 non-homologous sequences. However, this method is not suitable for predicting the length of alpha-helices and connecting peptides.