The invention relates to a micro-nano-structure anode material for a Li-air battery and a preparation method of the micro-nano-structure anode material. The preparation method comprises the following steps of: preparation of hollow composite precursor fibers through electrostatic spinning by blending a metal nitride catalyst precursor with a high-carbon polymer in an organic solvent, preprocessing of the precursor fiber material, nitridation of complex fibers, and pore-forming and pore-expansion through activation. The preparation method is simple in technique and convenient to operate and is easy to realize the uniform distribution of nanoscale catalyst particles in hollow carbon fibers. A prepared anode material tube is hollow internally, a plurality of holes are formed on the wall of the tube, and metal nitride catalysts are uniformly distributed in the three-dimensional holes of the wall of the tube, so that high specific surface area provides a sufficient place for the reaction of the battery, and the hollow pore passage in the tube can ensure an oxygen diffusion channel to be smooth and has good ion transport capacity and electrical conductivity. According to the invention, the charge-discharge capacity of the Li-air battery can be improved effectively, the power multiplying performance and the power density of the Li-air battery can be improved, the internal resistance of the battery can be reduced, and the charge-discharge polarization can be lessened through the uniform distribution of the nanoscale metal nitride, therefore, the micro-nano-structure anode material has good industrialization prospect.