The invention belongs to a nutrient loss-controlled compound fertilizer, and particularly relates to a nutrient loss-controlled compound fertilizer with small investment, a simple process, low operation cost and a good loss-controlled effect, and a production method thereof. The nutrient loss-controlled compound fertilizer comprises the following raw materials in parts by weight: 180-630 parts of urea, 120-550 parts of monoammonium phosphate, 90-340 parts of potassium chloride, 10-100 parts of attapulgite powder loss-controlled agent, 10-20 parts of dilute sulphuric acid with the concentration being 60%, 5-10 parts of liquid ammonia and 18-125 parts of clay. The nutrient loss-controlled compound fertilizer has the advantages of small investment, simple process, low operation cost and good controlled-release effect.