A switching regulator includes a transformer having a primary winding and an auxiliary winding connected to the supply rail of the switching regulator. The primary winding is coupled to the positive supply rail. The auxiliary winding is coupled to the negative supply rail. A switch is connected in series with the primary winding and the auxiliary winding for switching the transformer. A control circuit is coupled to the switch and the auxiliary winding to generate a switching signal for switching the switch and regulating the output of the switching regulator. A supplied capacitor is connected to the control circuit to supply the power to the control circuit. The auxiliary winding having a leakage inductor stores a stored energy when the switch is on. A diode is coupled from the negative supply rail to the supplied capacitor. The stored energy of the leakage inductor is discharged to the supplied capacitor through the diode once the switch is off. The connection of the transformer and the switch improves the efficiency and reduces the EMI.