For the phenomenon of transient flow with entrapped air pockets, which often arises in the process of water filling pipelines in long distance water conveyance system, considering the elasticity of water, compressibility of air, dynamic movement of the air-water interface and the multiple-air-pocket interaction, a numerical model is developed to simulate the pipeline filling with multiple entrapped air pockets. A local grid interpolation method is proposed to track the dynamic air-water interface, which is solved by the Methods of Characteristics (MOC). Comparison between the calculated results and the experimental results verifies that the model can accurately simulate the transient pressures of multiple entrapped air pockets. Case analysis shows that for the situation with only one entrapped air pocket, the maximum air pressure first rises and then drops with the increase of air length, and also gradually rises as the blocking water column length increases. However, for the situation with two entrapped air pockets, the maximum pressure alternately arises within the upstream and downstream air pocket as the blocking water column length increases.