The invention discloses a production method of an ultrafine gradient filtering material. The production method comprises the following steps: (1) producing ultrafine fibers by adopting a melt-blowing manner; (2) preparing an ultrafine fiber screen from the ultrafine fibers produced by melt-blowing through a spinning direct screen formation method; (3) carding conventional fibers into a fiber web by adopting a mechanical screen formation manner; (4) putting woven base cloth in the middle and laying a conventional fiber web under the base cloth; (5) laying a conventional fiber web above the base cloth and embedding the ultrafine fiber screen in a laying process; (6) reinforcing the base layer and each layer of fiber screen by adopting to array overlapping manner to form the ultrafine gradient filtering material; (7) carrying out heat setting treatment on the filtering material by adopting a segment type heating and shaping method; and (8) carrying out surface treatment and chemical post-treatment on the filtering material subjected to hot shaping so as to give different functions to the filtering material. The filtering material produced by the method contains the plurality of layers of fiber screens with different fiber numbers, and has the characteristics of small pore diameter, high porosity, low resistance, low energy consumption and high dust removing efficiency.