In this paper, we present a new speech enhancement approach, that is based on exploiting the intra-frame dependency of discrete cosine transform (DCT) domain coefficients. It can be noted that the existing enhancement techniques treat the transformdomain coefficients independently. Instead of this traditional approach of independently processing the scalars, we split the DCT domain noisy speech vector into sub-vectors and each sub-vector is enhanced independently. Through this sub-vector based approach, the higher dimensional enhancement advantage, viz. non-linear dependency, is exploited. In the developed method, each clean speech sub-vector is modeled using a Gaussian mixture (GM) density. We show that the proposed Gaussian mixture model (GMM) based DCT domain method, using sub-vector processing approach, provides better performance than the conventional approach of enhancing the transform domain scalar components independently. Performance improvement over the recently proposed GMM based time domain approach is also shown.