The invention discloses a double-layer tube numerical control bending die and a forming method thereof. The die comprises pressure dies arranged in a stepped mode, a clamping die, a benign die body, an anti-wrinkling die, an auxiliary die and a core die, wherein the clamping die, the bending die body, the anti-wrinkling die, the auxiliary die and the core die are arranged in a stepped mode; the die is mounted on a tube bending machine and is used for bending a double-layer tube through the numerical control bending technology without conducting clearance sealing on packing of the double-layertube in the process, so that the manufacturing efficiency is improved, and the manufacturing cost is lowered. Secondly, the die adopts the stepped clamping method and can conduct clamping on an inner-layer tube and an outer-layer tube effectively, the phenomenon that the inner-layer tube slips in the bending process is avoided, and the forming quality of the double-layer tube is improved. Moreover, the bending die can effectively and tightly press the inner-layer tube and the outer-layer tube through the step-like pressure dies and the auxiliary die to achieve boosting on the inner-layer tubeand the outer-layer tube and improve material flow of bending plastic deformation. The double-layer tube numerical control bending die is ingenious in concept, compact in structure, reasonable in arrangement, high in manufacturing accuracy, high in working efficiency and low in energy consumption and has high engineering utilization value.