Provided are a multi-scale cantilever structure having nano-sized holes prepared by anodic oxidation and a method of preparing the same. The multi-scale cantilever structure is prepared using anodic oxidation and electro-polishing so that a manufacturing process is simple and a manufacturing cost is inexpensive. In addition, the multi-scale cantilever structure has a porous structure having a plurality of nano-sized holes inside thereof, and thus a surface area of the cantilever structure can be maximized. Therefore, when the cantilever structure is used in a sensor, the sensor can have improved sensitivity and selectivity.