A series of density gradient polyimide (PI) aerogels were prepared using layer-by-layer assembly and radial freezing method. Briefly, a layer of poly(amic acid) (PAA) ammonium salt aqueous solution was first radially frozen. Then, the second layer of PAA ammonium salt (PAS) aqueous solution of different concentration was added on the top of the first PAS layer and radially frozen. A multilayer gradient PAS solid sample could therefore be fabricated by repeating this similar procedure. The density gradient PI aerogels were obtained after freezing drying and final thermal imidization treatment. Each layer of gradient PI aerogels had anisotropic pore structure, which consisted of tube-like pores along the radial direction and toward the center axis of the cylindrical samples. The compressive strength of five-layer gradient PI aerogel was higher than that of three-layer gradient and single-layer PI aerogels with the same density. The gradient PI aerogels exhibited anisotropic heat transfer behavior in the direction of density gradient, and heat transfer from the higher density side to the lower density side was faster.