In this paper we consider an n dimensional piecewise smooth dynamical system. This system has a co-dimension 2 switching manifold Σ which is an intersection of two hyperplanes Σ 1 and Σ 2. We investigate the relation between periodic orbit of PWS system and periodic orbit of its double regularized system. If this PWS system has an asymptotically stable sliding periodic orbit(including type I and type II), we establish conditions to ensure that also a double regularization of the given system has a unique, asymptotically stable, periodic orbit in a neighbourhood of γ, converging to γ as both of the two regularization parameters go to 0 by applying implicit function theorem and geometric singular perturbation theory.