The invention provides a reactor with a composite lining structure. The reactor with the composite lining structure comprises a shell and a lining arranged on the inner wall of the shell, wherein the lining is the composite lining which comprises at least two or more than two single lining layers and each single lining layer is firmly secured on the inner wall of the shell through combined catch nails. Compared with the prior art, the invention has the following advantages: each single lining layer of the composite lining is connected with the inner wall of the shell through combined catch nails, and with such a structure, the composite lining can bear high-speed scouring of a fluid; the composite lining has good flexible deformation performance and can realize integral compatible deformation without cracking as the shell expands with heat and contracts with cold; moreover, the composite lining has the advantages of simple structure, easy installation and adjustment and capacity of protecting the wall of the shell of the reactor, guaranteeing safe operation of the reactor and prolonging the service life of the reactor; and the composite lining is applicable to chemical processes like high temperature combustion, reaction and heat exchange in the shell and applicable as a heat-insulation layer on the outer wall of the shell.