The invention provides a gradient composite structure hierarchical pore thin film and a preparation method thereof. The thin film is a hierarchical pore thin film in a micropore/mesopore system and has the micropore/mesopore system or a micropore/macropore system or a micropore/mesopore/macropore system. The preparation method of the thin film includes the steps that a mesopore layer with a three-dimensional pore canal is deposited on the surface of a micropore layer, a sample of a micropore/macropore structure is obtained, or a macropore layer with an open pore canal is deposited on the surface of the micropore layer, and a sample of a micropore/macropore structure is obtained, or multiple mesopore layers and macropore layers are deposited on the surface of the micropore layer sequentially, and a sample of a micropore/mesopore/macropore gradient pore structure is obtained. The thin film sample of the gradient pore structure is put in an atmosphere oven, all templates are removed through one-step calcination, a metal base plate is removed through soaking of low-concentration inorganic acid, and the gradient composite structure hierarchical pore thin film is obtained. Operation is easy and convenient, the production period is short, the application range of products is wide, and the thin film is used for the field of catalytic cracking of heavy oil and residual oil and the separation field such as sea water desalination.