This paper explores the use of pantograph–catenary contact force (PCCF) for monitoring of the current collection quality and detection of anomalies in the interaction between pantograph and catenary. The concept of catenary structure wavelength (CSW) is proposed as the dominant component of PCCF. It describes the signal components caused by the cyclical catenary structure in span and interdropper distance. To obtain the CSWs and non-CSW residual of PCCF, an automatic extraction approach based on the ensemble empirical mode decomposition (EEMD) is proposed. In the approach, the instantaneous frequency of each intrinsic mode function generated by the EEMD is employed for the extraction of CSWs. Some selected trials on the PCCF data from simulation and measurement are performed and indicate that the extraction approach is adaptive to the PCCF under various circumstances, including different operation speeds, pantograph type, and catenary structure. Analyses on the extracted CSWs and non-CSW residual show that, with certain tolerance against measurement noise, the approach can preserve intact the characterizations of current collection quality and make anomalies easier to detect.