The invention relates to an anti-thermal shock iolite fireproof kiln furniture and a preparation method thereof. The fireproof kiln furniture comprises the raw materials of 25-37% of a matrix, 50-56% of an aggregate, 4-5% of a sintering agent and 9-14% of a fiber reinforced material, wherein the matrix is composed for 15-25% of kyanite fine powder, 15-25% of kaolin fine powder, 48-69% of and alusite fine powder, and 1-2% of magnesia fine powder, and the aggregate is composed for 60-75% of gangue and 25-40% of high bauxitic clay clinker. In the prepared fireproof material, acicular iolite and cylindrical mullite are interlaced to a net state, the particles are in a free state with uniform size, the matrix and the particles have a certain buffer area, a certain stress is absorbed, and crack dynamic expansion is avoided. An iolite-mullite multiphase is generated in the fireproof product, synchronous increase of flexural intensity and compression strength can be satisfied, and the heat stability of the final product is increased.