After the works on the state-of-the-art High Efficiency Video Coding (HEVC) standard, the standard organizations continued to study the potential video coding technologies for the next generation of video coding standard, named Versatile Video Coding (VVC). Transform is a key technique for compression efficiency, and core experiment 6 (CE6) is carried out to explore the transform related coding tools. In this paper, we propose a novel separable transform based on Karhunen-Loeve Transform (KLT) to eliminate the horizontal and vertical correlations in the residual samples of intra coding. In the proposed method, the weaknesses of the traditional KLT are addressed. The separable KLT is developed as an alternative transform type in addition to DCT-II, and the transform matrices from 4×4 to 64×64 are trained from intra residual samples. Experimental results show the proposed method can achieve 2.7% bitrate saving averagely on top of the reference software of VVC (VTM-1.1), and the consistent performance improvement on test set also validates the strong generalization capacity of the proposed separable KLT.