This paper proposes a new method for rejecting the Continuous Wave Interferences (CWI) in the Global Positioning System (GPS) receivers. The proposed filter is made by cascading an adaptive Finite Impulse Response (FIR) filter and a Wavelet Packet Transform (WPT) based filter. Although adaptive FIR filters are easy to implement and have a linear phase, they create self-noise in the rejection of strong interferences. Moreover, the WPT which provides detailed signal decomposition can be used for the excision of single-tone and multi-tone CWI and also for de-noising the retrieved GPS signal. By cascading these two filters, the self-noise imposed by FIR filter and the remaining jamming effects on GPS signal can be eliminated by the WPT based filter. The performance analysis of the proposed cascade filter is presented in this paper and it is compared with the FIR and the WPT based filters. Experimental results illustrate that the proposed method offers a better performance under the interference environments of interest in terms of the signal-to-noise ratio gain and mean square error factors compared to previous methods.