The invention relates to a cheese fish ball and a processing method thereof. The cheese fish ball comprises a skin and fillings, wherein the skin comprises the raw materials in percentage by weight: 50 to 60% of fish cream, 5 to 10% of starch, 2 to 4% of emulsion paste, 0.07 to 0.15% of composite phosphate, 6 to 10% of skin seasoning, and the balance of water; the fillings comprise the raw materials in percentage by weight: 80 to 90% of cheese, 2 to 4% of filling seasoning, and the balance of ice water. The cheese fish ball is prepared through the steps of skin preparing, filling preparing, forming, cooking, cooling, quick-freezing and packaging. The invention aims at providing the cheese fish ball, which has better taste, flavor and nutrition, and the processing method thereof. The obtained product has the advantages that the skin is fresh and tender, the taste and the flavor of the fillings are greatly improved, the delicate flavor of fish and the special flavor of the cheese are combined, and abundant calcium, aromatic character and agreeable taste, and rich nutrition are realized.