The formation of a photonic quantum well structure by sandwiching a graded-index photonic crystal between two symmetrical constant-index photonic crystals is demonstrated. The transmission spectra of various quantum wells with different refractive index profiles in the well region are calculated by finite-difference time-domain method. The results show that the observed fine peaks are quantized states of a photonic band, provided the photonic band of the photonic crystal in the well region is just located in the photonic band gap of the photonic crystal in the barrier region. It is found that the number of the quantized states are equal to the number of periods of the well region, the un-folded new confined states can be obtained by adjusting profile exponent in a given frequency region, in this way the multiple photon confined states can be gained without increasing the size of quantum well structures within limited forbidden band gap region. This method can lead to the maximization of channel density and optimization of the use of effective bandwidth. This structure can be applied to built super-narrow band optical filter and multi-channel narrow band optical filter, it may find application in super-dense wavelength division multiplexing for optical communication and precise optical measurement.