The invention provides a lead selenide quantum dot/graphene composite material and a preparation method thereof. The composite material is prepared with graphene oxide sheets as a hard template through an ionic complexing method. Firstly, through the complexing and electrostatic effects between carboxylic groups in the graphene oxide and soluble lead salt, lead ions are immobilized on the surface of the graphene oxide, and then a less amount of an alkaline solution is dropwisely added slowly, wherein a certain interval is maintained between graphene oxide sheets through electrostatic repulsion between hydroxide ions and carboxylate ions. A selenium precursor solution is prepared under protective of nitrogen and then is added to the graphene oxide/lead ion complex to to be in a reflux reaction. A reduction agent is then added to reduce the graphene oxide sheets to prepare the lead selenide quantum dot/graphene composite material. The method is simple in operation, is convenient to operate and is repeatable. The composite material has high electron transportation performance of graphene, is high in Seebeck coefficient, and has excellent application prospect in the field of thermoelectricity.