The invention relates to a multi-stage united recycling device for exhaust energy of a vehicle-mounted engine. The multi-stage united recycling device comprises an electronic control unit, a rotatingspeed sensor, the vehicle-mounted engine, an intake manifold, an electronic throttle valve, a waste heat energy recycling device, an exhaust inlet, a high-speed turbine, a mid-speed turbine, a low-speed turbine, an intake compressor, an exhaust manifold, a high-speed exhaust electromagnetic valve, a mid-speed exhaust electromagnetic valve, a low-speed exhaust electromagnetic valve and a waste kinetic energy and waste pressure energy conversion device, wherein the on-off of the high-speed exhaust electromagnetic valve, the mid-speed exhaust electromagnetic valve and the low-speed exhaust electromagnetic valve is controlled by the electronic control unit, so that the intake compressor is combined with the corresponding started high-speed turbine, mid-speed turbine or low-speed turbine to form a turbo charger used for recycling waste kinetic energy and waste pressure energy in exhaust, the exhaust can be discharged into the waste heat energy recycling device through the high-speed turbine, the mid-speed turbine or the low-speed turbine, and then waste heat energy can be recycled. By adoption of the multi-stage united recycling device provided by the invention, the multi-stage united cascade recycling of energy in the exhaust of the vehicle-mounted engine can be achieved.