The recognition of partial discharge mode is an important indicator of the insulation condition in transformers, based on which maintenance can be arranged. Discharge feature extraction is the key to recognize discharge mode. To solve the problem of poor stability and low recognition rate of partial discharge mode, this paper proposes a feature extraction method based on synchrosqueezed windowed Fourier transform and multi-scale dispersion entropy. First, the four partial discharge signals collected under laboratory conditions are decomposed by synchrosqueezed windowed Fourier transform, then a number of band-limited intrinsic mode type functions are obtained, and the original feature quantities of partial discharge signals are obtained by calculating the multi-scale dispersion entropies of each intrinsic mode type function. Based on that, original feature quantity is optimized by using the maximum relevance and minimum redundancy criteria. Finally, the classification is implemented by the support vector machine. Experimental results show that in the case of noise interference, the proposed synchrosqueezed windowed Fourier transform–multi-scale dispersion entropy method can still accurately describe the feature of different discharge signals and has a higher recognition rate than both the empirical mode decomposition–multi-scale dispersion entropy method and the direct multi-scale dispersion entropy method.