The invention discloses a zirconium-aluminum composite oxide-loaded nickel-base methanation catalyst and a preparation method thereof, which solve the problems in the prior art such as the high temperature sintering deactivation of the methanation catalyst and the deactivation of carbon deposition. The catalyst comprises a catalyst carrier and an active component and an additive loaded on the catalyst carrier; the carrier comprises Al2O3 and ZrO2, raw materials of the carrier also comprise bore-forming agent carbon black, and the carbon black is volatilized by virtue of high temperature calcining in the preparation process of the carrier; the active component is nickel nitrate; and the additive is selected from one or two of salts of zirconium, lanthanum, cerium and samarium. According to the catalyst, after the carrier is prepared, the additive and the active component are simultaneously loaded. The catalyst is large in specific surface area, high in strength, good in activity, good in stability, excellent in carbon resistance, simple in preparation method and low in cost.