A double-layer coiled tubing double-gradient drilling system, on the basis of conventional drilling equipment, includes a double-layer coiled tubing system, separating fluid, a downhole lifting pump system, throttling control systems and a data monitoring system. Power fluid enters an annular space of the tubing through an adapter, passes through a downhole lifting pump, enters an inner pipe through a bridge channel, and enters the bottom hole through the drill bit. Return fluid enters an annular channel of the tubing through a recovery hole, then enters the inner pipe through the bridge channel and enters the lifting pump, and then enters a solid control system through the adapter and the control systems in sequence. Gradient control of the bottom hole pressure is realized through monitoring of the separating fluid and control of the drilling pump unit and throttling control systems. The problem of narrow safe drilling density window is solved.