The invention discloses a high-density diesel oil. The density of the high-density diesel oil is greater than 0.90 g/cm<3> at the temperature of 20 DEG C, the high-density diesel oil is prepared from a component A which is a fraction selected from a fraction section of the product produced after hydrogenated hypercognizing is conducted on coal-based Fischer-Tropsch synthetic oil sand within the boiling range of 170-310 DEG C, a component B which is a synthetic tetrahydro polycyclic cyclopentadiene compound, a component C additives which are2,6-butylated hydroxytoluene, an anti-abrasion agent LA-1 and a cetane number improver. The invention further discloses a preparation method of the high-density diesel oil.