Dynamical performance of multilayer graphdiyne (MLGDY) with ultra‐low density and flexible features is investigated using laser‐induced micro‐projectile impact testing (LIPIT) and molecular dynamics (MD) simulations. The results reveal that the MLGDY exhibits excellent dynamic energy dissipation ability mainly due to the excellent in‐plane wave velocity resulting from the diacetylene linkages between benzene rings. In addition, the unique multiple crack tips and their propagation further promote the energy dissipation capability. The energy dissipation capability of the MLGDY is found to reduce with increasing thickness due to compression‐shear induced failure of several upper layers of relatively thick MLGDY, which hinders delocalized energy dissipation ability. Moreover, the impact resistance force of the MLGDY increases almost linearly with increasing impact velocity, demonstrating the applicability of the traditional compressive resistance theory of laminates for MLGDY. Based on the experimental observation and the simulation results, two feasible strategies, i.e., combining with high‐strength multi‐layer graphene and rotated graphdiyne (GDY) interlayer to avoid stacking of sp‐hybridized carbon atoms, are proposed to further improve the impact resistance of the MLGDY. The study provides direct proof of excellent impact resistance of the versatile MLGDY and proposes feasible fabrication strategies to further improve the anti‐ballistic performance in future.