The invention relates to a preparation method of an FeS2 nanotube catalyst for coal liquefaction. An Fe2O3 nanotube precursor is prepared by using SDBS (sodium dodecyl benzene sulfonate) as a soft template, then the prepared Fe2O3 nanotube precursor and sublimed sulfur are added into an ampoule bottle, and the ampoule bottle is sealed under a vacuum condition, the sealed ampoule bottle is placed in a muffle furnace to be heated, then products obtained by heating are centrifuged repeatedly and washed several times with CS2 and ethanol, finally, the FeS2 nanotube catalyst for coal liquefaction is obtained by vacuum drying at low temperature. An FeS2 nanotube for coal liquefaction prepared by the invention has the advantages of simple process, good dispersion and easy industrialized mass production.