Provided in the present disclosure are a grating structure, a preparation method thereof and a display device. The preparation method of the grating structure includes: forming a plurality of first convex structures arranged in a first direction; and forming a first rubber material at least covering the plurality of first convex structures, and forming the grating structure including a plurality of second convex structures by using convex structures including the first convex structures and the first rubber material, wherein a surface of the first rubber material facing away from the first convex structures is a flat surface, and the convex structures including the first convex structures and the first rubber material are in one-to-one correspondence with the second convex structures, shapes of cross sections of the second convex structures in the first direction are triangles, and the second convex structures have at least one inclined flat surface.