The embodiments of present disclosure disclose a prism sheet, a backlight module and a liquid crystal display device thereof. The prism sheet comprises a first sub-prism sheet and a second sub-prism sheet with faces being closely bonded with each other, the first sub-prism sheet having a plurality of protrusions on the surface being bonded with the second sub-prism sheet, and the second sub-prism sheet having recesses on the surface being bonded with the first sub-prism sheet corresponding to the protrusions, wherein the first sub-prism sheet and the second sub-prism sheet are made of materials having different refractive indexes.