The invention discloses a preparation method of a polycaprolactam hollow fiber hybrid membrane. The preparation method comprises the following steps: (1) drying granular polycaprolactam slices and inorganic particles in a vacuum drying oven for 6-8 hours at 100 DEG C; (2) sequentially adding 10wt%-40wt% of the inorganic particles, 30wt%-50wt% of the polycaprolactam slices and 0.006% of an antioxidant into a diluting agent in a dissolving kettle, slowly heating to about 200 DEG C, and preparing a hollow fiber primary membrane by virtue of a hollow spinning assembly; (3) after carrying out first-stage air bath and coagulating bath, curing the primary membrane, so as to obtain a hollow fiber hybrid gel membrane; (4) after extracting the hybrid gel membrane for 18 hours by virtue of ethanol or ethyl ether, carrying out cold drawing on the hybrid gel membrane by 1.5 times, and naturally airing the hybrid gel membrane, so as to obtain the hollow fiber hybrid membrane. The hollow fiber hybrid membrane prepared by virtue of the preparation method can be applied to the fields of water treatment, affinity separation and the like; the preparation method has the characteristics that the process is simple, and the continuous preparation process and the industrialized application are easy to realize.