The invention provides a multi-core optical fiber used for preparing a multi-core anisotropic grating. The multi-core optical fiber comprises two or four fiber cores, a cladding, an external cladding, and air gaps or an air hole layer which are/is arranged between the claddings. The fiber cores are externally provided with the independent or shared cladding. The air gaps or the air hole layer are/is arranged between the claddings. According to a grating write-in method of the multi-core optical fiber, laser absorption liquid is filled in the air gaps or the air hole layer and the angles between all the fiber cores and irradiation laser are controlled, influence of the overall exposure on irrelevant fiber cores is reduced by utilizing the laser absorption and scattering effect of laser absorption liquid, and write-in of different gratings of all the fiber cores of the multi-core optical fiber can be realized. According to the multi-core optical fiber used for preparing the multi-core anisotropic grating and the grating write-in method, operation is simple, the manufacturing process is easy to control, and the grating write-in quality can be effectively enhanced.