The invention belongs to the technical field of medical equipment, and particularly relates to a multi-cavity covered stent and an application method thereof. The multi-cavity covered stent comprises a main covered stent and a group of small-diameter covered stents, wherein a cavity at the front end of the main covered stent is divided to form a multi-cavity structure; the multi-cavity structure comprises five circumference sub-cavities and a middle sub-cavity; the near ends of the group of small-diameter covered stents are respectively sleeved to the interiors of the circumference sub-cavities and the middle sub-cavity. The covered stent can be applied to the endovascular interventional treatment of thoracoabdominal aortic aneurysm, is beneficial to the reduction of operating difficulty, reduces operation wound, shortens the operation time, and improves the fitness degree and the flexibility between the covered stent and branch vessels.