The invention relates to a multi-frequency information filtering recursion demodulation method, and is characterized by including the steps of: (1) establishing a recursion equation according to m frequency components f1, f2,..., fm of a multi-frequency excitation system with a known frequency and the sampling frequency fs; (2) from the start moment of a measuring signal, calculating initial values of an information matrix U(k) and a recursion middle matrix K(k) according to data of 2m following sampling point; (3) substituting the initial values and newly increased sampling point data into the recursion equation, and updating U(k) and K(k); and (4) judging whether a demodulation result satisfies system accuracy requirements, if not, returning to Step (3), and if yes, finishing a recursion process, calculating a data matrix Bk, and outputting amplitude and phase data of the m frequency components in the measuring signal. The multi-frequency information filtering recursion demodulation method has the characteristics of being capable of being started without the initial value, simple in iteration, beneficial to hardware implementation and small in occupied resources, and has broad application prospects in aspects of impedance spectrum measurement, electrical imaging and the like.