The invention discloses a preparation method of a continuous fiber reinforced thermoplastic resin prepreg. The method comprises the steps of: (1) thinning continuous fiber; and (2) impregnating the thinned fiber prepared in step (1) with thermoplastic resin melt. The method provided by the invention particularly can realize impregnation of fiber in high temperature and high viscosity PEEK resin so as to obtain high performance continuous fiber reinforced thermoplastic prepreg.