A method for developing shale gas by tapered gradient pressure drop with multi-stage fractured horizontal well is provided and the method comprises: acquiring fracturing crack form parameters of the multi-stage fractured horizontal well and reservoir characteristic parameters of nearby formation; dividing the formation near the shale gas multi-stage fractured horizontal well into strongly transformed area, weakly transformed area and matrix area; establishing pressure difference-flow models of gas-phase and water phase of the three areas respectively, and coupling the models of the three areas to establish production equation of the multi-stage fractured horizontal well; according to the production equation of the multi-stage fractured horizontal well, performing numerical simulation with different combinations of production pressure differences in the three stages of the multi-stage fractured horizontal well; and selecting a combination of production pressure differences with the greatest economic benefit as combination of production pressure differences.