A method for preparing a composite multilayer porous hollow fiber membrane and the device and product thereof. The method comprises preparing uncured porous hollow fibers with larger pore diameters as the inner supporter of the membrane from thermoplastic macromolecule polymer resins by thermal induced phase separation method and then bonding a superthin coating layer with microfiltration or nanofiltration function and small pore diameter prepared on the outer surface of the hollow fibers from a solution of the thermoplastic macromolecule polymer resins by a coating process using non-solvent induced phase separation method. The composite multilayer porous hollow fiber membrane has such excellent mechanical strength and high water flux as the membranes prepared by thermal induced phase separation method, such high precision filter effect and high contamination resistance as the membranes prepared by non-solvent induced phase separation method, and high binding force of the membrane prepared by the above method.