The invention discloses a composite membrane for a lithium ion secondary battery. The composite membrane comprises a porous membrane and a plurality of porous insulating layers, wherein at least one surface of the porous membrane is covered by the porous insulating layers, the hole diameters of the porous insulating layers are distributed from small to large in a gradient manner from the porous membrane to the direction of a pole piece, and the porous insulating layers contain inorganic particles and binding agents. The invention further discloses a preparation method of the composite membrane. The preparation method comprises the following steps: firstly, mixing and dispersing the inorganic particles, the binding agents and a hole forming agent in a solvent to obtain slurry, coating the surface of the porous membrane with the slurry, and drying to obtain the composite membrane. The invention further discloses an electrochemical device containing the composite membrane. According to the composite membrane, the preparation method of the composite membrane and the electrochemical device which are disclosed by the invention, the composite membrane has the advantages of good thermostability, low thermal shrinkage, excellent safety performance and good electrochemical performance, the preparation method of the composite membrane has the advantages of simplicity in operation and convenience, and the electrochemical device has excellent safety performance and good electrochemical performance.