The invention discloses a method for preparing catalyst for methanol dehydrogenation to methyl formate through a step coprecipitation-spray drying process. The method is that step coprecipitation is performed to copper, zinc and aluminum salt solution and alkaline solution, after the copper, zinc and aluminum salt solution and alkaline solution are pulped and filtered with hot desalted water, a qualified filter cake is obtained and is subjected to colloid mill processing, spray drying is performed to size, and dried catalyst precursor is roasted and formed so as to obtain the catalyst for methanol dehydrogenation. The catalyst prepared by the method has the characteristics of high catalytic activity and selectivity and strong stability.