The present invention discloses a fat-soluble nutrient microcapsule and a preparation method thereof. The fat-soluble nutrient microcapsule comprises the following components in percentage by weight: a fat-soluble nutrient (0.2-51.6%), an antioxidant (0.2-5.0%), a wall material (41.4-97.6%) and a moisture (2.0-5.0%) and the ratio of the fat-soluble nutrient that keeps active in the fat-soluble nutrient microcapsule to the fat-soluble nutrient that is initially added is 0.990-0.997:1. The preparation method of the fat-soluble nutrient microcapsule comprises an emulsification process and a granulation process, wherein the emulsification is performed in a cavitation emulsifier. By the preparation method, the nutrient active substance of the fat-soluble nutrient microcapsule has less lost and high stability.