The invention discloses an iron-based composite catalyst with an ordered mesoporous-macroporous structure and a preparation method thereof. Metal salt of iron is used as a raw material of an active component of the catalyst; a compound of a target carrier is used as a raw material of the carrier, citric acid is used as a complexing agent, and polyethylene glycol is used as a dispersing agent. Firstly, uniform mixing of the drugs at the molecular level is achieved in solution; lauryl sodium sulfate is introduced and is used as a template for constructing a mesoporous structure; simultaneously, by utilizing the characteristic of high foaming capacity of the lauryl sodium sulfate and through rapid stirring, full foams are generated in the solution, and the foams are pure white and fine, are uniform in size and are uniformly distributed; in the gelation process, the foams are reserved in colloid to be used as a template of megalopores; then the prepared colloid is roasted at a high temperature so as to obtain the iron-based composite catalyst with the ordered mesoporous-macroporous structure. The method adopts cheap raw materials, and is simple in preparation process and high in operability.