The invention relates to a catalyst used for hydrogenation of oxalate for preparing ethylene glycol and a preparation method thereof. The catalyst comprises copper, an auxiliary agent and zirconia serving as active ingredients and is characterized in that: the auxiliary agent is one or more of Al2O3, SiO2, TiO2, BaO, La2O3, MnO and ZnO; the active ingredients account for 10 to 45 percent of the weight of the catalyst; the zirconia accounts for 1 to 85 percent of the weight of the catalyst; and the auxiliary agent accounts for 5 to 80 percent of the weight of the catalyst. By using a more stable chemical structure formed by hydroxy of zirconium sol, the copper and other auxiliary agents, the specific surface area and pore size distribution of the catalyst are improved, the copper has high dispersion degree, and the anti-sintering capacity of the copper catalyst is also enhanced at the same time. The catalyst can stably run for over 3,200 hours in a skill-up test in the hydrogenation of the oxalate for preparing 300ml of ethylene glycol; the average conversion rate of the oxalate is over 99.9 percent; and the average yield of the ethylene glycol reaches over 94 percent.