The invention relates to a multistage sub-array focusing MVDR wave beam forming method. According to the multistage sub-array focusing MVDR wave beam forming method, a common rapid frequency-domain broadband wave beam forming algorithm and a sub-array focusing MVDR algorithm are combined, a target orientation is firstly and roughly measured through the rapid frequency-domain broadband wave beam forming algorithm, then sub-arrays are divided, finally the target orientation is accurately measured through the sub-array focusing MVDR algorithm, and rapid and high-accuracy wave beam forming is achieved. The multistage sub-array focusing MVDR wave beam forming method includes the steps of 1, firstly completing rapid frequency-domain broadband wave beam forming on data received by a linear array sonar device through one-time time-domain FFT and airspace phase compensation, and completing initial estimation of the target orientation; 2, then carrying out peak detection on a common wave beam forming curve, after a target is found, carrying out sub-array dividing on a frequency-domain array signal, carrying out sub-array focusing MVDR wave beam forming on the orientation nearby the target, carrying out secondary orientation detection, and obtaining the more accurate target orientation. By means of the multistage sub-array focusing MVDR wave beam forming method, the performance of a whole sonar positioning system is improved, and meanwhile the requirements for the real-time performance, the high resolution and the tolerance are met.