Radio frequency interference detection and mitigation are becoming of paramount importance due to the increasing number of services and applications based on the position obtained by means of Global Navigation Satellite Systems. A way to cope with such threats is the implementation in the receiver of advanced signal processing algorithm able to raise proper warning or improve the receiver performance. In this paper, we propose a method based on the Wavelet Transform able to split the useful signal from the interfering component in a transformed domain. The wavelet packet decomposition and proper statistical thresholds allow the algorithm to show very good performance in case of multiple pulse interference as well as in the case of narrowband interference, two scenarios in which traditional countermeasures might not be effective