To develop high quality dispersion optics in the X-ray region, the sliced multilayer transmission grating is examined. Dynamical diffraction theory is used to calculate the diffraction property of this volume grating. A WSi2/Si multilayer with a d-spacing of 14.3 nm and bi-layer number of 300 is deposited on a superpolished silicon substrate by direct current magnetron sputtering technology. To make the transmission grating, the multilayer is sliced and thinned in the cross-section direction to a depth of 23–25 \mu m. The diffraction efficiency of the grating is measured at E = 8.05 keV, and the 1st-order efficiency is 19%. The sliced multilayer grating with large aspect ratio and nanometer period can be used for high efficiency and high dispersion optics in the X-ray region.