The invention is suitable for a transformer field, provides a method for manufacturing a transformer winding and a transformer, the method comprises following steps: a lead passing through a plurality of magnetic cores continuously and orderly in a direction vertical to magnetic passages, froming windings surrounding a plurality of magnetic passages respectively. In an embodiment of the invention, the lead is passed through the plurality of magnetic cores continuously and orderly in a direction vertical to the magnetic passages thereby froming windings surrounding the plurality of magnetic passages respectively, reducing process request for manufacturing the windings, and requesats for manufacturing material of the winding, machining process and producing circumstance are low, a manufacturing cost of the transformer winding can be obviously reduced. At the same time, heat-generation points of the transformer are dispersed by the plurality of magnetic passages, a heat sink circumstance of the transformer is improved, an output power of the transformer is increased, and the output power can be expanded by an infinite extending method.