Anomaly detection is a typical binary classification problem under the condition of unbalanced samples, which has been widely used in various fields of data mining. For example, it can help detect heart murmurs when the heart is structurally abnormal, to tell if a newborn has congenital heart disease. Due to the low time and high efficiency, most work focuses on the semi- supervised anomaly detection method. However, the anomaly detection effect of this method is not high because of massive data with uneven samples and different noise. To improve the accuracy of anomaly detection under unbalanced sample conditions, we propose a new semi-supervised anomaly detection method (WCOS) based on semi-supervised clustering, which combines wavelet reconstruction, convolutional autoencoder, and one classification support vector machine. In this way, we can not only distinguish a small proportion of abnormal heart sounds in the huge data scale but also filter the noise through the noise reduction network, thus significantly improving the detection accuracy. In addition, we evaluated our method using real datasets. When the noise of sigma = 0.5, the AUC standard deviation of the WR-CAE-OCSVM is 19.2, 54.1, and 29.8% lower than that of WR-OCSVM, CAE-OCSVM and OCSVM, respectively. The results confirmed the higher accuracy of anomaly detection in WCOS compared to other state-of-the-art methods.