The invention relates to a preparation method for an oxidation catalyst used for purifying diesel exhaust and belongs to the technical field of catalysis. The catalyst has a higher conversion ratio to hydrocarbon and carbon monoxide inside the diesel exhaust, and can be used for oxidizing nitric oxide into nitrogen dioxide. The catalyst takes cordierite honeycomb ceramics or Fe-Cr-Al metallic honeycombs as a base body, takes a titanium, silicon and aluminum composite oxide and a molecular sieve as coating layers, and takes Pt or/and Pd as an active component. The catalyst is divided into two layers adopting use levels of Pt and Pd in varying proportions, so as to adjust the proportion of the nitrogen dioxide in the exhaust. The oxidation catalyst can effectively lower HC and CO of gaseous phases in diesel engine exhaust, can effectively improve the oxygenation efficiency of NO, and has better heat stability.