The invention relates to a method for preparing a CO2 catching membrane material with high hydrothermal stability. The method comprises the following steps of: synthesizing ZrO2 sol through a sol-gel method by using zirconium alkoxide as a precursor, and coating on a platy carrier to obtain a ZrO2 membrane. The H2 permeability of the ZrO2 gas separation membrane prepared by the method is 5*10<-8>mol.m<-2>.s<-1>.pa<-1>, and H2/CO2 selectivity can reach 15 which is far more than an H2/CO2 ideal separation factor (4.7) based on a Knudsen diffusion mechanism; the performance of the membrane is basically unchanged after the membrane is treated at the temperature of 200 DEG C under the water vapor partial pressure of 100kPa for 400 hours; and by prolonging treatment time to 1,250 hours, the H2 permeability is reduced to a certain extent, but the H2/CO2 ideal separation factor is increased to 33, which prove that the membrane still has a separation effect, so that a foundation is laid for gas separation of the ZrO2 gas separation membrane in water vapor environment.