A data storage method applying to the phase change memory and a phase change memory are provided. After obtaining to-be-stored data, the phase change memory generates an erase pulse signal and a write pulse signal according to the to-be-stored data. The to-be-stored data is multi-bit data. The write pulse signal is a signal including at least two consecutive pulses with a same amplitude. The amplitude of the at least two consecutive pulses is a value determined according to the to-be-stored data. Then, the phase change memory applies the erase pulse signal to a storage unit of the phase change memory to allow the storage unit to switch to a crystalline state. Further, the write pulse signal is applied to the storage unit to allow the storage unit to switch to an amorphous state corresponding to a first resistance value, where the amorphous state represents the to-be-stored data.