The application of a recently proposed denoising implementation for obtaining event-related potentials (ERPs) at the single-trial level is shown. We study its performance in simulated data as well as in visual and auditory ERPs. For the simulated data, the method gives a significantly better reconstruction of the single-trial event-related responses in comparison with the original data and also in comparison with a reconstruction based on conventional Wiener filtering. Moreover, with wavelet denoising we obtain a significantly better estimation of the amplitudes and latencies of the simulated ERPs. For the real data, the method clearly improves the visualization of both visual and auditory single-trial ERPs. This allows the calculation of better averages as well as the study of systematic or unsystematic variations between trials. Since the method is fast and parameter free, it could complement the conventional analysis of ERPs.