The present invention relates to a differential capacitive sensor and a method for forming a connecting column thereof, wherein the sensor comprises: a back plate; a first diaphragm and a second diaphragm located on both sides of the back plate, the first diaphragm and the second diaphragm are respectively spaced apart from the back plate, the edges of the first diaphragm and the second diaphragm are sealed and connected, a low-pressure sealed cavity is formed between the first diaphragm and the second diaphragm, and the back plate is located in the low-pressure sealed cavity; a plurality of connecting columns, the connecting columns pass through the back plate and connect the first diaphragm and the second diaphragm, the plurality of connecting columns are spaced apart and distributed in the plane of the back plate, a through hole for the connecting columns to pass through is provided on the back plate, the connecting columns comprise a connecting block and a hollow connecting tube, one end of the connecting tube is connected to the first diaphragm, and the other end passes through the back plate and is connected to the second diaphragm through the connecting block. The present application can improve the stress condition of the diaphragm at the connecting column and the stress condition of the connecting column itself, thereby improving the reliability of the device.