The invention relates to a preparation method of high purity CeB6 nano powder, including the following steps: (1) CeO2, B2O3 and magnesium powder are mixed, high energy ball grinding is carried out, and then blank is obtained by pressing; (2) the blank is placed into an automatic spreading reaction furnace, heating in air atmosphere is carried out to initiate automatic spreading reaction, intermediate product is leached out in a hermetically sealed high pressure autoclave, so as to obtain leachate, filtering is carried out to obtain residue, and washing and drying are carried out to obtain the high purity CeB6 nanopowder. The invention has available raw material, simple operation and low requirement on technological condition; and the obtained CeB6 powder has the advantages of high purity, small granularity and high powder activity.