The invention discloses a micro combustion chamber with a double-walled structure of a combustion gas turbine. The micro combustion chamber consists of a combustion chamber outer case, a flame barrel outer ring, a flame barrel inner ring, a combustion chamber inner case and the like. The flame barrel outer ring is made of a porous sintered material; the flame barrel inner ring is made of a high-temperature alloy material; and the inner case and the outer case are made of a stainless steel material. After being subjected to diffusion by a diffusion section, high-pressure air enters the combustion chamber in two streams, wherein one stream flows to an outer ring cavity between the flame barrel outer ring and the combustion chamber outer case, and is fixed with fuels to participate in combustion; and the other stream flows to an inner ring cavity between the flame barrel inner ring and the combustion chamber inner case, flows into the flame barrel through mixing holes, and is mixed with head high-temperature fuel gas. The air is divided into streams, so that a working condition close to a stoichiometric ratio is kept in a combustion area of the flame barrel, and therefore, combustion efficiency is improved, and stable working range of the combustion chamber is improved. A flame stabilization way adopting porous medium plane flames is adopted, so that remarkable effect on reducing wall temperature, strengthening stability of the combustion chamber and improving efficiency of the combustion chamber is achieved.