The invention relates to a self-toughening substance containing type continuous fiber reinforced thermo-structure composite and a preparation method thereof. The self-toughening substance containing type continuous fiber reinforced thermo-structure composite comprises a substrate which consists of a porous mullite framework and an aluminum oxide substrate, and a reinforcement which is a three-dimensional continuous aluminum oxide fiber fabric, wherein the porous mullite framework is prepared from mullite powder which is converted through mullite sol; the aluminum oxide substrate is prepared according to an infiltration pyrolysis method using Al2Cl(OH)5 as a precursor. The self-toughening substance containing type continuous fiber reinforced thermo-structure composite is outstanding in mechanical property, high in bending intensity, high in high-temperature stability, and of great significance on the development of the technical field.