We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear combinations of the inputs, consisting of signals and various noises, and show that this method may be helpful to increase the signal-to-noise ratio. Next, we take into account the time delay between the inputs and the outputs. Finally, we extend our method to nonlinearly correlated noises and show that our method can identify the coupling coefficients and remove non-Gaussian noises. Although we focus on gravitational wave data analysis, our methods are applicable to the detection of any signals under non-Gaussian noises.