Provided is a helical structure for a multi-stage filtration device, comprising a cylinder (3) and a spiral plate (4), wherein the spiral plate (4) surrounds the circumference of the cylinder (3) for more than one circle; in the axial direction of the cylinder (3), a baffle (5) is provided in a position where the spiral plate (4) overlaps; on one side of the baffle (5), a side face of the spiral plate (4) forms a helical air channel; and on the other side of the baffle (5), the side wall of the cylinder (3) is provided with an opening (7), an end portion of the cylinder (3) on this side is provided with an end plate, and the other side face of the spiral plate (4) forms another helical air channel.