The invention discloses a multi-stage cold source swimming pool heat pump dehumidifier and a working method thereof. The multi-stage cold source swimming pool heat pump dehumidifier comprises an air preheater, two or more than two refrigerating circulation systems and an air heater, and the air preheater, the two refrigerating systems and the air heater are sequentially arranged in the air flow direction; in the more than two refrigerating circulation systems which are arranged in parallel, the first refrigerating system is provided with an evaporator and a condenser, and refrigerating or heatpump heating can be achieved; and the second system is provided with a first evaporator and two parallel condensers, and refrigerating dehumidifying, air temperature rising and pool water heating circulating can be achieved. According to the multi-stage cold source swimming pool heat pump dehumidifier and the working method thereof, air can be treated step by step, various energy sources with different kinds of quality are fully utilized, and the purpose of improving the comprehensive energy efficiency is achieved; meanwhile, unit condensation heat is recycled and reutilized, the air feedingstate is adjusted and improved, and the pool hall temperature and humidity and the pool water temperature are adjusted; and in addition, air exhaust energy is recycled and used for lowering the unit condensation temperature or increasing the evaporation temperature, and the energy efficiency is improved.