Step-type compound planetary gear sets are widely applied in vehicle systems. Comprehensive dynamic model of step-type compound planetary gear sets, which includes translational, rotational vibrations and static transmission errors, was established. Natural vibration characteristics of the system, such as natural frequencies and vibration modes, were analyzed. Belt shape distribution characteristics of its natural frequencies was researched. According to vibration characteristics of both central components and planets, natural vibration modes of the system are classified into three types: central components translational vibration and planets random vibration, central components rotational vibration and planets identical vibration, central components static and adjacent planets reverse vibration mode.