The finite difference time domain (FDTD) method is employed to simulate the homogeneous, two-layer and three-layer microcavities. Via comparing their respective energy density distributions, it is found that the three-layer microcavity has the highest maximum energy density (Imax), stored energy (En) and the smallest mode volume (Veff). An optimal gap exists between the multi-layer microcavity and the waveguide, which is 60~120 nm in the paer. A microcavity which has a higher Imax(higher than 360) or a smaller Veff (smaller than 0.03) with particular wavelength can be got by varying the middle layer′s thickness or refractive index. The microcavity with an output waveguide is analyzed with the Gaussian beam excitation. The frequency spectrum in the output waveguide is similar to that in the mircocavity. The multi-layer microsphere cavity can achieve frequency-selecting and light-export. These studies and results show that multi-layer microsphere cavity has better performance and provide new optimizing methods for the design and practical application of microsphere cavity.