The invention discloses a method for removing multiple heavy metals in underground water by matching modified iron filler with modified zeolite and modified pumice stone, and belongs to the field of underground water treatment. The method comprises the following steps: preparing zero-valent iron, FeCl3 of which the pH is adjusted, pumice stones with different sizes, activated carbon, zeolite, sodium alginate, chitosan, beta-cyclodextrin and hydroxyapatite. Zero-valent iron is pretreated in HCl, then sodium alginate, chitosan, beta-cyclodextrin, hydroxyapatite and other materials are added for modification preparation, and finally four different fillers are prepared. The pumice is calcined in a tubular furnace so as to load zero-valent iron. And the pumice is mixed with FeCl3 so as to load iron. Finally, the pumice stone, the modified iron filler and the zeolite are combined and filled. According to the sequence of the small-size pumice stone, the medium-size pumice stone, the mixture of the modified iron filler, the large-size pumice stone and the zeolite, the small-size pumice stone and the medium-size pumice stone. According to the modified material and the combined filling process, the efficiency of removing the heavy metals in the water can be remarkably improved.