Removing noise from health signals is critical in gas path diagnostics of aircraft engines. An efficient noise filtering/denoising method should remove noise without using future data points, preserve important changes, and promote accurate diagnostics without time delay. Machine learning (ML)-based methods are promising for high fidelity, accuracy, and computational efficiency under the motivation of Intelligent Engines. However, previous ML-based denoising methods are rarely applied in actual engineering practice because they cannot accommodate time series and cannot effectively capture important changes or are limited by the time delay problem. This paper proposes a convolutional neural network denoising auto-encoder (CNN-DAE) method to build a denoising auto-encoder structure. In this structure, a convolutional operation is used to accommodate time series, and causal convolution is introduced to solve the problem of using future data points. The proposed denoising method is evaluated against NASA's propulsion diagnostic method evaluation strategy (prodimes) software. It has been proved that the proposed method can accommodate time series, remove noise for improved denoising accuracy, and preserve the important changes for enhanced diagnostic information. NASA's blind test case results show that kappa coefficient of a common diagnostic method using the processed data is 0.731 and is at least 0.046 higher than the other diagnostic methods in the open literature. Processing health signals using the proposed method would significantly promote accurate diagnostics without time delay. The proposed method could support intelligent condition monitoring systems by exploiting historical information for improved denoising and diagnostic performance.