Multiple sides' inrush currents of transformer are similar to inside fault currents, which is likely to cause the differential protection's fast action zone malfunction. This paper studies two multi-side inrush current's mechanism and analyzes the effects on two different types of differential protection fast action zones. First, the inrush current's mechanism generated from high-side and low-side windings when closing the high-side breaker without load led to core saturation and its effect on phase differential protection fast action zone; second, the inrush current's mechanism generated from high-side, mid-side and low-side windings when cutting off the outside region fault led to core saturation and its effect on longitudinal differential protection fast action zone. Based on the analysis of two inrush current generation mechanism and characteristics, it puts out that the winding differential protection should not deploy fast action zone, and the longitudinal differential protection's fast action zone should add error prevention measures. And it puts forward specific improvement program which has been proven to prevent malfunction in many experiments.