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Based on the Morlet wavelet transform and digital data from the Fushun and Beizhen seismic stations, Liaoning Province, we put forward a new method in the paper, called time-frequency energy attenuation factor (α-value). The characteristics of the α-value and its variation with magnitude of natural and mine earthquakes are studied, and the statistic relations between the α-value and specific earthquake magnitude are obtained. From the results, some conclusions can be drawn as follows: ( 1 ) in general, the α-values of mine and natural earthquakes of the same intensity have obvious difference and the ranges of their variation do not overlap each other; (2) the α-value decreases with the increase of earthquake magnitude, and the α-value of mine earthquake decreases faster than that of natural earthquake; (3) based on the earthquake magnitude and on the relations between the α-value and earthquake magnitude, we can distinguish the mine earthquakes from the natural ones; (4) the difference in focal mechanism of mine and natural earthquakes would be the main cause for obvious difference of the α-value; (5) the α-value variation is relatively steady for mine and natural earthquakes that occur in the same region, but it has obvious regional difference. The above results are of inspirational meaning for the study of abnormal change of the α-value before strong earthquakes.