To analyze the polycrystalline thin films and surface layer, a direct method has been developed to obtain all X-ray diffraction information, including the peak intensity, peak position and peak profile, of each layer at various depths, respectively. This method can be named as direct structure depth profiling technique of X-ray diffraction (XRD), through which more detailed and distinct structure information can be obtained than the previous methods. The Pd/Ag bilayer sample annealed at 490 degrees C was used for calibration of the method and the structure of each layer at various depths was obtained by direct calculation. According to the resolved patterns, the elemental concentration depth profile of the bilayer sample was calculated and the results were in good agreement with that from Auger electron spectroscopy (AES), confirming the validity of the method.