The invention discloses a method for comprehensively utilizing vinasse and simultaneously preparing xylooligosaccharide and protein feed, and relates to the field of waste biomass resource comprehensive utilization. According to the method, ultrasonic waves are used for assisting an alkali solution to fast extract xylan (accounting for more than 90 percent of hemicellulose) in the vinasse solid; solid-liquid separation is performed to obtain xylan coarse extraction liquid and vinasse residue; the pH value of the xylan coarse extraction liquid is regulated; xylanase is added for hydrolysis; the xylooligosaccharide hydrolysate is obtained; the xylooligosaccharide refining is further performed; the vinasse residue after the xylooligosaccharide extraction and vinasse clear solution are mixed and are subjected to low-temperature drying to obtain the protein feed. By using the method provided by the invention, the waste of the xylan ingredients in the conventional vinasse feed is avoided; the yield of the xylooligosaccharide is improved; the contents of xylobiose and xylotriose are selectively improved; the high-added-value xylooligosaccharide is prepared; meanwhile, the vinasse protein feed with good palatability and digestibility is obtained, so that the comprehensive utilization of various components in the vinasse is realized.