The present disclosure relates to a composite separator, a preparation method of the composite separator, and an electrochemical device containing the composite separator. The composite separator includes a substrate and an inorganic layer disposed on at least one surface of the substrate. The substrate is a porous substrate, and the inorganic layer is an inorganic dielectric layer which is a continuous dense film layer with porosity lower than 10% and contains no binder. A thickness of the inorganic layer is 20 nm-1000 nm. An interfacial peeling force between the inorganic layer and the substrate is no less than 30 N/m. The separator of the present application has high wettability with respect to electrolyte, almost no thermal shrinkage, relatively high mechanical strength, and favorable corrosion resistance and durability performances, and thus, a battery using the separator has relatively high thermal stability and nailing strength.