The invention relates to a hydrogenation catalyst with gradient-decreasing-distributed active metal constituent concentration and a preparation method thereof. The preparation method comprises the following steps: by using Al2O3 or Al2O3 containing SiO2, TiO2 and ZrO2 as the carrier, mixing molybdenum and/or tungsten compounds and/or nickel and/or cobalt compounds with deionized water or ammonia water to obtain a metal dipping solution; preparing a thicker metal dipping solution dipping carrier, and gradually adding deionized water or ammonia water to dilute the metal dipping solution saturated spray carrier, or preparing metal dipping solutions with at least two different concentrations; and drying at 80-150 DEG C for 1-8 hours, and roasting in the air at 300-650 DEG C for 2-6 hours. Thecatalyst contains 1.0-10.0 wt% of molybdenum and/or tungsten oxides and/or 0.2-5.0 wt% of cobalt and/or nickel oxides. The hydrogenation catalyst has favorable activities of demetallization, carbon residue removal, devulcanization and denitrification, has the advantages of high stability, simple preparation and low cost, and is used for hydrogenating heavy-weight oil.