The invention discloses a stepped frequency spectrum sensing method based on energy and covariance detection, relates to the frequency spectrum sensing field of cognitive radio, and aims at solving the problem that a present energy detection method is low in the detection accuracy. Energy detection is carried out at a user end; if it is detected that a main user uses an authorized frequency spectrum, a cognitive user keeps silent; if a result of energy detection is a frequency spectrum cavity, secondary detection, namely covariance detection, is needed; and a result of the covariance detection is still that the authorized frequency spectrum is not used, the cognitive user can occupy the authorized frequency spectrum for communication. Thus, advantages of energy detection and covariance detection are effectively integrated; when the channel state is sound, energy detection which is easy to implement is carried out to sense the frequency spectrum; and when the signal to noise ratio is low, secondary detection is carried out by utilizing the high statistic characteristics of covariance detection, and thus, the detection accuracy is improved.