The invention relates to a multi-differential shrinkage combined filament yarn preparation device and method. The device comprises a first spinning assembly, a second spinning assembly, a first godet, a second godet, a third godet, a four godet, a first heat roller, a second heat roller, a third heat roller, a fourth heat roller, a steering gear, a setting heat roller, a humidifying device, a doubling device, a wire stitching machine and a winding roller. The preparation method comprises the following steps of spinning with a first spinning solution and splitting into first pre-oriented yarns and second pre-oriented yarns; spinning with a second spinning solution and splitting into first fully drawn yarns and second fully drawn yarns; allowing the second pre-oriented yarns and the second fully drawn yarns to pass through the humidifying device and the setting heat roller and then pass through the doubling device, the wire stitching machine and the winding roller together with the first pre-oriented yarns and the first fully drawn yarns to obtain multi-differential shrinkage combined filament yarns. The multi-differential shrinkage combined filament yarn prepared by the invention has a multi-crimping three-dimensional effect, has a plump appearance and hand feeling, flexible adjustment of multi-differential shrinkage effect of combined filament yarns, and improvement on processing stability.