The present invention discloses a multistage multi-pressure jigging machine and a coal preparation method thereof, a jigging machine comprising two to four separating segments and a coal preparation method thereof. The invention adopts low wind pressures which are independent in each separating segment and are most appropriate for the material separated in the separating segment. The low wind pressures adopted in different separating segments in one machine are different and have remarkable difference. According to the multistage multi-pressure jigging machine adopting the structure and the coal preparation method, the jig beds of different separating segment can provide most appropriate shatter value for the separated material. In the actual technique of jigging separation which has larger difference between the average densities and granularities of separated material on segments, the layering effect of each segment can obtain an optimal state thereby greatly increasing the separation efficiency of device, increasing the recovery rate of product, reducing the effect of product loss and obtaining the separation effect which can not obtained by prior jigging machine.