The invention discloses a combined roller sleeve, a manufacturing method thereof and a roller comprising the combined roller sleeve. The combined roller sleeve comprises an outer operation layer, a combined transition layer and an inner seamless pipe. The inner seamless pipe is a prefabricated low-carbon seamless steel pipe. The outer operation layer is a cast-in-place abrasion-resistant alloy steel layer. The combined transition layer is jointly formed by molten iron generated by reaction of thermite and a slag former and cast-in-place alloy liquid as well as molten iron on the surface layerof the inner seamless pipe. The outer operation layer, the combined transition layer and the inner seamless layer are metallurgically bonded. By coating the mixed coating of the thermite and the slagformer to the outer surface of the inner seamless pipe, the mixed coating has a chemical reaction with the high-temperature alloy liquid in the cast-in-place process of the outer operation layer, molten iron is generated, heat is released to melt the surface layer of the seamless steel pipe, the generated molten iron and the molten iron molten on the surface layer of the seamless steel pipe jointly form the combined transition layer, and therefore, firm combination of the outer operation layer and the inner seamless pipe can be achieved.