The invention discloses an MEMS (Micro-Electro-Mechanical System) integrated composite sensor. The MEMS integrated composite sensor comprises a <111> crystal orientation wafer serving as a substrate silicon material, wherein an acceleration sensor, a pressure sensor and a temperature sensor are arranged on the same side of the wafer; the acceleration sensor is provided with a cantilever beam and a mass block which is connected with the cantilever beam; the cantilever beam is integrated with the mass block; the thickness of the mass block is greater than the thickness of the cantilever beam; the pressure sensor is provided with a sensitive film; the thickness of the sensitive film is the same as or different from the thickness of the cantilever beam; and both the cantilever beam and the mass block are parts of the wafer, and are machined by etching. Meanwhile, the invention also discloses a machining method of the sensor. The sensor machined with the method has high performance consistency with a sensor on the same wafer.