The invention relates to a cocoon drying machine, in particular to a stepped hot air circulation heating cocoon drying machine, and mainly aims to solve the technical problems of huge size, large floor area, only suitability for intensive large-area enriched silkworm areas with high cocoon yield and the like of cocoon drying equipment in the prior art. The stepped hot air circulation heating cocoon drying machine comprises a support framework, wherein the support framework is provided with a heating zone I, a heating zone II, a heating zone III and a heating zone IV; a first heater and a third heater are arranged at one end of the support framework; a second heater and a fourth heater are arranged at the other end of the support framework; the air outlet of the fourth heater is formed in one end of the heating zone I; the air return port of the fourth heater and the air outlet of the third heater are formed in the two ends of the heating zone II respectively; the air outlet of the second heater and the air return port of the third heater are formed in the two ends of the heating zone III respectively; the air return port of the second heater and the air outlet of the first heater are formed in the two ends of the heating zone IV respectively; multiple layers of cocoon conveyor belts are arranged in the support framework.