A sulfone polymer composition and preparation method thereof, and thermoplastic molding composition therefrom, comprising: (A) at least one aromatic sulfone polymer; (B) one compound of 4,4′-dichlorodiphenyl sulfone; wherein, based on the total weight of the sulfone polymer composition, 4,4′-dichlorodiphenyl sulfone weight content is less than 600 ppm. In the preparation method, tetramethylene sulfone is used as a solvent, 4,4′-dichlorodiphenyl sulfone and 4,4′-Dihydroxydiphenyl sulfone or 4,4′-dihydroxy biphenyl are used as reactive monomers, while the mixed salt of sodium carbonate and potassium carbonate is used as salt-forming agent, the composition may be obtained by polymerization with solution polymerization techniques; wherein the molar ratio of the said potassium carbonate and sodium carbonate is 0.1: 100-5: 100. The sulfone polymer composition has a transmittance greater than 85%, a haze less than 4%, and a yellowness index less than 5, enjoying a significantly improved transparency and color levels.