The identification of the first arrival time of acoustic emission （AE） signal is one of the key problems in AE source location. This paper presented a method of envelope Holder exponent to identify the first arrival time of AE signal. Firstly， the envelope by Hilbert transform was extracted to highlight the singularity character of signal. Then， Holder exponents of the envelope signal were estimated and the curve based on these exponents showed the first arrival time distinctly. Applied the method to AE signals produced by pen lead and metal crack propagation， the first arrival time can be identified correctly. The identified error was less than 2 μs. The research results demonstrated that the proposed method can identified the first arrival time of AE signals precisely.