The invention provides a preparation method of a vertical carbon nanotube array/ a metal oxide composite material. The method comprises the steps of feeding an organic metal compound precursor, a cosolvent and a carbon nanotube array sample into a reactor; sealing; charging supercritical carbon dioxide; heating to reach the preset temperature; soaking; performing pyrolysis for the sample in an oxidizing atmosphere to convert the organic metal compound precursor into a metal oxide so as to obtain a carbon nanotube array three-dimensional structural composite material which is uniformly loaded with the metal oxide. According to the method, the uniform compositing of the metal oxide in macro thickness of (0.1-10mm) VACNTs is achieved according to the physiochemical performance of the supercritical carbon dioxide; the damage of liquid surface tension to the VACNTs can be avoided; the directional arrangement characteristic of the VNCNTs can be perfectly remained; the preparation method is environmentally friendly, simple and convenient to operate, and beneficial for mass preparation. The composite material has large application value in the fields of electrochemical energy storage and catalyzing.