The invention relates to a preparation method of a bicontinuous-phase alumina/epoxy resin composite material, belonging to the technical field of composite materials. The method comprises the following steps: carrying out compression molding on Al2O3 powder with different particle sizes under different pressures, and sintering at different temperatures under normal pressure for holding time to obtain the porous Al2O3 ceramic with adjustable porosity and pore size; and after carrying out surface modification, standing the preheated porous Al2O3 ceramic in a mixed solution composed of an epoxy resin, an accelerator and a curing agent for some time, and carrying out solidifying formation to obtain the bicontinuous-phase alumina/epoxy resin composite material. The porosity of the porous alumina ceramic is regulated by controlling the content of the foaming agent and the volume density of the green compact, thereby regulating the volume percent of the alumina reinforcement phase in the composite material. The alumina phase in the composite material is a continuous phase, can greatly enhance the high/low-temperature mechanical properties, thermal conductivity and high-temperature creep resistance of the alumina/epoxy composite material, and provides a new idea for researching and developing high-performance epoxy resin composite materials.