The invention discloses a dentiform sphere shaped heavy oil hydrotreated catalyst and a preparation method thereof. The catalyst comprises an active composition, an addition agent and a dentiform sphere shaped aluminum oxide carrier, wherein the active composition comprises compounds of cobalt and nickel, and a compound of molybdenum or/and tungsten; the addition agent comprises a compound of phosphor, silicon, boron or halogen or compounds of any two compositions of the phosphor, the silicon, the boron and the halogen; and compositions according to gross weight of the dentiform sphere shapedheavy oil hydrotreated catalyst comprise: 2 to 6 percent of the cobalt compound, 3 to 10 percent of the nickel compound, 0 to 26 percent of the molybdenum compound, 0 to 8 percent of the tungsten compound, and 0.5 to 2 percent of the addition agent. The catalyst has the characteristics of high specific surface area, large pore volume, high strength, proper surface acid content, small bed pressuredrop, low reaction temperature and high activity of hydrodesulfurization and denitrification. The preparation method comprises preparation of a precursor substance of the aluminum oxide carrier, preparation of the dentiform sphere shaped aluminum oxide carrier, preparation of a catalyst steeping fluid and preparation of the catalyst. The preparation process can be mastered and realized simply andeasily.