The invention discloses a method for treating oily sludge through the multistage extraction-splitting coupling of a supercritical fluid. Oily sludge is subjected to harmless treatment and resource utilization by using oily sludge reduction, hardening and tempering, flash evaporation, multistage supercritical fluid extraction-supercritical water-splitting coupling technologies, wherein light oil components can be obtained by flash evaporation, heavy oil, high phenols and polycyclic aromatic hydrocarbon can be obtained by various supercritical fluid gradient extractions, residual heavy colloids and asphaltene in oily sludge are split into propylene, butylene, light oil and heavy oil components by supercritical water-splitting, and the heavy oil components are utilized against by supercritical fluid extraction. The method disclosed by the invention can carry out system separation and comprehensive utilization on oily sludge; required equipment scale is small, industrial amplification is relatively easy; treated oily sludge is relatively high in organic matter removal rate, can reach landfill standards, and is high in treatment efficiency; and compared with traditional oily sludge treatment methods, the method can maximally recover petroleum resources, therefore, the method has a relatively high industrial economic value, and remarkable economic and environment-friendly comprehensive benefits.