The invention discloses a multilayer gradient lattice sandwich panel and a preparation method thereof. Two punched diamond plates with different thicknesses are treated with mold pressing and folding technologies, two pyramid lattice core layers with different core rod part side lengths are prepared, the two core layers are welded with metal panels or partition boards in a circularly interphase distribution form, and the multilayer gradient lattice sandwich panel is obtained. Compared with a non-gradient multilayer lattice structure, the multilayer gradient lattice structure has the advantages that deformation difference among different core layers under the explosion load is greatly reduced, buckling deformation of the core layers are sufficiently utilized, influence of the rear panel by explosion shock is reduced by 50%, and a better protection function is realized. Besides, the characteristic of high porosity of the lattice structure is reserved, and further function composite is facilitated. The sandwich panel has broad application prospects in the fields of safety protection, military and the like by means of the excellent energy adsorption mechanism, low density, high specific strength and specific stiffness and multifunctional composite potentials.