The invention relates to an energy-recovery wet multi-disc brake. The brake includes a braking part and a braking heat transfer part. The braking part includes connection cavels, wheel hubs sleeve thecavels, spline shafts are disposed on the wheel hubs, and braking friction sheets are disposed on the spline shafts; the braking heat transfer part comprises heat transfer housings, first thermoelectric sheets and second thermoelectric sheets, the heat transfer housings are provided with the first thermoelectric sheets closely attached to the inner sides of the heat transfer housings, the inner sides of the first thermoelectric sheets are filled with phase change materials, the inner sides of the phase change materials are closely attached to the second thermoelectric sheets, and the inner sides of the second thermoelectric sheets are closely attached to brake housings. The heat generated by the braking friction sheets is directly absorbed by the phase change materials with high heat transfer efficiency and converted into electric energy through the thermoelectric sheets to achieve energy recovery. The problems that in a conventional wet brake, built-in piston sealing is aged, oil leaks and friction sheets fail due to high temperature generated by continuous braking are effectively solved, and the requirements for safety, reliability, cheapness and environmental protection of vehicle operation are met.