The invention relates to a buried oil-immersed transformer with stage cooling devices. The buried oil-immersed transformer comprises a transformer body, three stage cooling devices and a cooling control system, wherein a first stage cooling device comprises an oil box, transformer oil and cooling fins at the periphery of the oil tank, a second stage cooling device comprises an oil pump, a circulation cooling pipeline, a water tank and a gravity assisted heat pipe, the circulation cooling pipe line comprises a ground cooling segment pipeline and an air cooling segment pipeline, a heat absorption end of the gravity assisted heat pipe and the ground cooling segment pipeline are immersed in water in the water tank, the water tank and the gravity assisted heat pipe are both buried under a ground surface of a basement, a third stage cooling device comprises a ventilation pipeline and a cooling fan, the control system comprises a temperature sensor, a controller and a frequency converter, two signal output ends of the controller are respectively connected with the frequency converter and a control end of the cooling fan. The heat dissipation condition of the buried oil-immersed transformer can be intelligently controlled according to a temperature of an environment where the transformer is located and a load size, and the adaptive capacity to the environment and the overload capacity of the oil-immersed transformer are improved.