The invention provides a method for eliminating interference of a hierarchical heterogeneous multi-cell MIMO system. Mutual interference among cells can be effectively eliminated through combined precoding of macrocell users and a macrocell base station, and microcell users and microcell base stations. The method comprises the steps of firstly, aligning the interference of the macrocell base stationona same microcell to a same signal space through receiving filter matrix designing on the microcell users; and secondly, completely eliminating the interference of the macrocell base station to the microcell users through the design of transmitting precoding by a microcell. The interference among the macrocell users is eliminated through the design of receiving filter matrixes in a macrocell according to different requirements of the macrocell and microcells on the transmission rate, and the interference is eliminated through the design of transmitting precoding by the microcell base stations. According to the method, the mutual interference among the cells is reduced and eliminated, so that the wireless communication performance in a multi-cell and multi-user coexistence state and a complicated electromagnetic environment can be significantly improved, and the method has good application potential in reliable transmission in various complicated multi-cell networks of a smart power grid and the like.