The invention provides a heat-insulating coating material for pre-treating and changing inert anode in aluminum electrolysis and the preparation method thereof. The components of the coating material and mass percentage of each component are as follows: Me3AlF6: 1-100 percent, Al2O3: 0-99 percent, Me'Fx: 0-40 percent. The preparation method comprises mixing Me3AlF6, Al2O3 and Me'Fx at the given ratio, placing an inert anode in a container, allowing the inert anode to be coated with the resulting mixture at a thickness above 2mm, and calcining for 0.5-40 hours at 300-1500 DEG C. The heat-insulating coating material provided in this invention is easy to detach from the anode after pre-treating and changing process and has no contamination or other adverse effect on the electrolyte, has excellent properties of heat insulation and coverage, and can efficiently avoid the damage and fault of inert anode due to heat shock, current shock and gas corrosion during the pre-treating and changing process.