During the period of 2002 to 2017, the Gravity Recovery And Climate Experiment (GRACE) had observed time-varying gravity changes with unprecedented accuracy. The GRACE science data centers provide the monthly gravity solutions after removing the sub-monthly mass fluctuation using geophysical models. However, model misfit makes the solutions to be contaminated by aliasing errors, which exhibits peculiar north-south stripes. Two conventional filters are used to reduce the errors, but signals with similar spatial patterns to the errors are also removed during the filtering procedure. This would be particularly problematic for estimating the ice mass changes in Western Antarctic Ice Sheet (WAIS) and Antarctic Peninsula (AP) due to their similar spatial pattern to the elongated north-south direction. In this study, we introduce an alternative filter to remove aliasing errors using the Empirical Orthogonal Functions (EOF) analysis. EOF can decompose data into different modes, and thus is useful to separate signals from noise. Therefore, the aliasing errors are effectively suppressed through EOF method. In particular, the month-to-month mass changes in WAIS and AP, which have been significantly contaminated by aliasing errors, can be recovered using EOF method.