Bionic compound eye optical element composed of multi-dimensional sub-eye microlenses plays an important role in miniaturizing the volume and weight of an imaging system. In this manuscript, we present a novel structure of the bionic compound eye with multiple focal lengths. By the division of the microlens into two concentric radial zones including the inner zone and the outer zone with independent radius, the sub-eye which is a multi-level micro-scale structure can be formed with multiple focal lengths. The imaging capability of the structure has been simulated. The results show that the optical information in different depths can be acquired by the structure. Meanwhile, the parameters including aperture and radius of the two zones, which have an influence on the imaging quality have been analyzed and discussed. With the increasing of the ratio of inner and outer aperture, the imaging quality of the inner zone is becoming better, and instead the outer zone will become worse. In addition, through controlling the radius of the inner and outer zone independently, the design of sub-eye with different focal lengths can be realized. With the difference between the radius of the inner and outer zone becoming larger, the imaging resolution of the sub-eye will decrease. Therefore, the optimization of the multifocal structure should be carried out according to the actual imaging quality demands. Meanwhile, this study can provide references for the further applications of multifocal microlens in bionic compound eye.