The invention discloses a preparation method of maize yellow pigment micro powder, and relates to the technical field of corn deep processing. The mass ratio of a core material to the wall material is 1:(1-3), the core material is a maize yellow pigment; the wall material comprises the following components by content: 20-30% (w/w) of malt syrup, 50-60% (w/w) of beta-cyclodextrin, 5-15% (w/w) of modified starch and 2-5% (w/w) of zein; the sucrose fatty acid ester and the single and double stearic acid glyceride are taken as compound emulsifiers, and the content of the compound emulsifier in the solid solids is 0.6-1.5% (w/w). The preparation method is simple in technology, low in energy consumption, high in safety, and high in yield of the maize yellow pigment, the yield can be up to 89-97%, the embedding rate of the pigment is obviously improved, and the pigment is good in stability and easy to be dissolved in water, has good viscosity, and can be widely applied to the industries such as foods, medicines, cosmetics and even feeds.