A novel scheme was proposed to form the double-well optical trap by using shift phase gratings. A few pairs of adjustable double-well optical traps for trapping cold atoms or cold molecules were formed on the focal plane when the gratings were illuminated by plane light wave (or TEM00 mode Gaussian light wave) and focused by positive lens. The intensity distribution was calculated, and then the intensity distribution gradients as well as the analytical relations between geometrical parameters of the traps and the parameters of the optical system were derived. At the same time, three different evolution processes from double-well to unit-well were investigated. Also, optical dipole potential and photon scattering rate of the trapped cold atoms were calculated. The results show that the scheme not only is simple and convenient to realize, but also has wide application prospect in many fields, such as atomic physics, atomic optics, molecular optics and quantum optics.