The invention provides a preparation method of closed hole graphene oxide sponge, and relates to the preparation method of the closed hole graphene oxide sponge. The invention aims at solving the problem that the closed hole graphene oxide sponge cannot be prepared in the prior art. The preparation method comprises the following steps of 1, preparing graphene oxide; 2, preparing graphene oxide emulsion; 3, performing freeze drying to obtain the closed hole graphene oxide sponge. The method has the advantages that 1, a strong oxidant is used for oxidizing natural graphene, so that oxygen-containing functional groups are generated on the surface; further, the expansion and peeling are performed to obtain the graphene oxide; 2, the environment is protected; the method is simple; the cost is low; the repeatability is realized; the control is easy; the technical production can be realized. The closed hole graphene oxide sponge prepared by the method provides potential application prospects for the graphene to the aspects of design and preparation of heat isolation materials, boat sound absorption materials and hydrophobic materials.