The invention relates to a multi-scale anisotropic diffusion filtering method based on pre-stack CRP trace sets. The method includes the steps that firstly, the input pre-stack CRP trace sets are regularized; secondly, multi-scale decomposition is conducted through a two-dimensional Mallat algorithm, and each decomposed sub section is initialized; thirdly, a diffusion threshold value is obtained through a diffusion coefficient method, and the sixth step is executed; after diffusion tensor parameters are obtained based on anisotropic diffusion of a diffusion tensor method, the parameters are substituted into a nonlinear anisotropic equation so as to conduct anisotropic diffusion filtering, and the fourth step is executed; fourthly, the SNR, the MSE and the PSNR of the sub sections obtained after each iteration are calculated, and then the optimal earthquake sub section is optimized; fifthly, processing of the fourth step is executed on all the sub sections obtained after anisotropic diffusion filtering, and the sixth step is executed; sixthly, pre-stack CRP trace set nondestructive reconstruction is conducted on information of all the iterated sub sections through a two-dimensional Mallat reconstruction algorithm, and then the optimal pre-stack CRP trace set is output after reconstruction. The multi-scale anisotropic diffusion filtering method can be widely applied to the processing process of various oil exploration earthquake data.