The invention discloses a preparation method of composite cyclodextrin and belongs to the technical field of cyclodextrin. According to the method, corn starch is used as a substrate, and cyclodextrin glycosyl transferase (CGTase) of the Amano enzyme manufacturing (China), Ltd. is used to catalyze starch to prepare the composite cyclodextrin. The composite cyclodextrin related to the invention contains alpha-, beta-and gamma-cyclodextrin mixtures and malto-oligosaccharide, and the ratio of the four ingredients can be correspondingly varied according to the adjustment of a preparation technology. The preparation method has the advantages that the utilization efficiency of the starch substrate can be improved by about 90%; the solubility of single cyclodextrin can be improved; and the solid content can be increased, and the production cost is lowered.