Because the period of reflector for water window X-ray reign is very small, it is difficult to get a continue surfaces of the absorption and spacing layers. This paper presents a simple physical model of change of mass density for calculating the diffraction intensity of multilayer, which is proved by the experiments of the small angle X-ray diffraction. The theoretical analysis and experimental results show that the density distribution multilayer can produce a first strong diffraction intensity which is about 70%～80% difffraction intensity of that with sharp interface.