The present invention discloses production process of cold bent steel sheet pile with raised preliminary shaft machining precision. The technological scheme of the present invention is that the cold bent steel sheet pile is produced with strip steel blank and through stepped bending deformation including final closed pass bending to form preliminary shaft. The process has high preliminary shaft machining precision and less cracking of preliminary shaft during bending deformation. The production process of the present invention may be applied widely in producing different types of cold bent steel sheet pile, especially U-shaped cold bent steel sheet pile.