•The HM/FM/XN design employs double interfacial effects on the PMA of the Pd/CMS/AlN/Pd multilayer structure.•Inserting AlN layer to Pd/CMS/Pd form Pd/CMS/AlN/Pd structure can increase RHall by 300%, Hc by 76% and Keff by 135%.•The PMA depends on the orbital hybridization effect of Pd5d-Co3d and Co3d-N2p electrons, and the crystallinity of each layer. In this paper, the perpendicular magnetic anisotropy（PMA）of Pd/Co2MnSi (CMS)/AlN/Pd multilayer film is studied, which is designed based on the two-interface interaction, the orbital hybridization effect of Pd5d-Co3d electrons at the Pd/CMS interface and the orbital hybridization effect of Co3d-N2p electrons at the CMS/AlN interface. Compared with the Pd/CMS/Pd multilayer film, the PMA of the Pd/CMS/AlN/Pd structure shows significant enhancement with the insertion of the AlN layer. The Hall resistance (RHall) of the Pd/CMS/AlN/Pd structure reached 0.02 Ω (increased by 300 %) and the coercive force (Hc) is 388 Oe (increased by about 76 %). The magnetic anisotropic energy density (Keff) is 0.61Merg/cm3 (increased by about 135 %). The PMA was optimized with the film factor (layer thickness) of Pd(6 nm)/CMS(5 nm)/AlN(6 nm)/Pd(6 nm). The X-Ray Diffraction（XRD）and High Resolution Transmission Electron Microscope（HRTEM）analysis showed that the PMA is affected by the crystallinity and interface quality of multilayer films.