To improve the safety during the robot assisted orthopaedic surgery, the authors propose an algorithm to detect the break-through of twist drill bit for the bone drilling based on wavelet transform. The drilling force is recorded and real-time discrete wavelet transform is applied. The key part of the algorithm uses the search of modulus maxima along different wavelet transform scales to find the singularity of the force signal for detecting the break-through. The in-vitro drilling experiments are performed to validate the proposed algorithm.