A thermal shock resistant and asymmetric honeycomb ceramic wall-flow filter, comprising: an inlet honeycomb ceramic surface and an outlet honeycomb ceramic surface. Inlet channels (1) and outlet channels (2) are provided on both the inlet honeycomb ceramic surface and the outlet honeycomb ceramic surface. The inlet channels (1) are in communication with the outlet channels (2). Outlet ends of the inlet channels (1) and inlet ends of the outlet channels (2) are sealed. An inner diameter of the inlet channel (1) is greater than that of the outlet channel (2). A cross-section of the inlet channel (1) is a square, and is provided with a fillet, or two adjacent edges are connected by two connecting lines, or two adjacent edges are connected by two connecting lines or a circular arc located between the two connecting lines. A cross-section of the outlet channel (2) is a square, and is also provided with a fillet or a chamfer. The filter has good mechanical properties, low back pressure, and excellent thermal shock resistance.