The invention relates to a carbon nanotube graphite composite material and a preparation method and device thereof. The preparation method includes the following steps that carbon nanotube dispersion liquid and graphite dispersion liquid are prepared respectively; the carbon nanotube dispersion liquid and the graphite dispersion liquid are sequentially conveyed to a forming net, meanwhile vacuum dehydration is carried out, and a carbon nanotube graphite composite prefabricated body is obtained, wherein the oven-dry ratio of carbon nanotubes and expanded graphite is 1:0.1-5; the carbon nanotube graphite composite prefabricated body is dried, stripped and rolled, and accordingly the carbon nanotube graphite composite material is obtained. The technology that the carbon nanotube graphite composite material is filtered and prepared through an all-wet method is adopted, and technology efficiency is high, and large-scale production can be conveniently performed. Meanwhile, the technology adopting the all-wet method effectively solves the problem that a natural graphite film is difficult to thin through dry type rolling, and the minimum thickness of the composite material can be 30 microns.