The porous structure can reduce the elastic modulus of a dental implant and better approximate the elastic characteristics of the material to the alveolar bone. Therefore, it has the potential to alleviate bone stress shielding around the implant. However, natural bone is heterogeneous, and, thus, introducing a porous structure may produce pathological bone stress. Herein, we designed a porous implant with axial gradient variation in porosity to alleviate stress shielding in the cancellous bone while controlling the peak stress value in the cortical bone margin region. The biomechanical distribution characteristics of axial gradient porous implants were studied using a finite element method. The analysis showed that a porous implant with an axial gradient variation in porosity ranging from 55% to 75% was the best structure. Under vertical and oblique loads, the proportion of the area with a stress value within the optimal stress interval at the bone-implant interface (BII) was 40.34% and 34.57%, respectively, which was 99% and 65% higher compared with that of the non-porous implant in the control group. Moreover, the maximum equivalent stress value in the implant with this pore parameter was 64.4 MPa, which was less than 1/7 of its theoretical yield strength. Axial gradient porous implants meet the strength requirements for bone implant applications. They can alleviate stress shielding in cancellous bone without increasing the stress concentration in the cortical bone margin, thereby optimizing the stress distribution pattern at the BII.