Multi-focal photon-sieve arrays with different phase shift steps are designed. The imaging of the USAF1951 resolution board is obtained by phase-shifting digital holography, and the phase-shifting function of the photon-sieve array is verified in optical waveband. The experimental results shows that multi-focal photon-sieve arrays can eliminate zero-order image and conjugate image under different phase shift steps, and the system resolution is consistent with theoretical expected result. As a kind of amplitude diffractive lens, the multi-focal photon-sieve array has a wide application prospect in the fields of X-ray holography and biological cell microscopy.