The present invention relates to a preparation method for a microporous membrane having a multi-scale gradient micro-structure surface. The method comprises: fixing a screen mesh on the upper surface of a rough flexible substrate, coating a polymer solution layer with a thickness of 50-500 mum on the upper surface of the screen mesh at a constant speed, curing, washing, and carrying out simple mechanical peeling to remove the rough flexible substrate to obtain the microporous membrane having the multi-scale gradient micro-structure surface. According to the present invention, the process of the method is simple, the membrane area can be controlled, continuous production can be achieved, mechanical properties of the membrane are high, and the membrane has super-hydrophobic or super-hydrophilic property, wherein the super-hydrophobic membrane has super-lipophilic property, and the super-hydrophilic membrane has super-oleophobic property under water and has super-hydrophobic property under oil; and the obtained membrane can be adopted to effectively separate various oil and water mixtures including nano-scale oil water emulsions, and can further be used in fields of self-cleaning ultrafiltration/microfiltration membrane sewage treatments, medical sterilization, food turbidity removal, sterilization, material separation, membrane distillation, and the like.