Provided are a pressure difference sensor, and a manufacturing method and an application thereof. A manner of bonding three layers of wafers is adopted, and the sensor includes an upper structure, an intermediate structure and a lower structure. Each of the upper structure and the intermediate structure is manufactured by a silicon-on-insulator (SOI) wafer, the lower structure is manufactured by patterned doped intrinsic silicon; and a lead pad of each of the upper electrode, and the intermediate electrode and the lower electrode is located on a corresponding one of three-stepped steps at a side of the pressure difference sensor. Annular through holes are formed around the upper electrode and the lower electrode. A constant capacitance of a capacitance signal outputted by an upper capacitor of the sensor by extending an electric field line path of the constant capacitor part.