The invention provides a high frequency high voltage transformer. The transformer comprises an upper U-typed magnetic core, a lower U-typed magnetic core, a first air-gap gasket, a second air-gap gasket, a primary coil and multi-layer PCB (printed circuit board) boards arranged sequentially from top to bottom. The primary core is wound on a first magnetic core column; the center positions of the multi-layer PCB boards are provided with a through hole respectively; the second magnetic core column passes through the through holes of the multi-layer PCB boards; each layer of the PCB boards is respectively printed with a secondary winding arranged by winding the PCB boards; the rail head of the secondary winding printed on each layer of the PCB boards is electrically connected with the beginning head of the secondary winding printed on the adjacent next layer of the PCB boards to form a secondary coil; an air gap is formed between the adjacent PCB boards at each two layers. The high frequency high voltage transformer can solve the problems of poor insulation consistency between the windings and inconsistency insulation between the windings, and performs the property of the high frequency high voltage transformer.