The invention provides a three-level hole shell-core ZSM-5 zeolite molecular sieve and a preparation method thereof. The zeolite molecular sieve is of a three-layer hollow structure, and a hollow cavity structure is formed between shell layers. The specific preparation method comprises the steps of mixing deionized water and a tetrapropylammonium hydroxide water solution of which the mass fraction is 40% and stirring evenly; successively adding NaAlO2 and tetraethoxysilane, stirring evenly, crystallizing at 170 DEG C for 3d and carrying out centrifugal washing, drying and roasting to prepare a ZSM-5 zeolite molecular sieve; mixing the ZSM-5 zeolite molecular sieve with an alkaline matter water solution, heating and stirring the mixture and carrying out centrifugal washing, drying and roasting to prepare a double-layer ZSM-5 zeolite molecular sieve; and adding the double-layer ZSM-5 zeolite molecular sieve and piperidine to an alkaline solution, stirring at a constant temperature, adding an ethanol water solution containing P123, dispersing evenly, reacting at 30-70 DEG C, washing, filtering, drying and roasting to obtain the three-level hole shell-core ZSM-5 zeolite molecular sieve.