The invention provides a preparation method of a CuNb composite rod applied to a high critical current density Nb3Sn superconducting wire. A Cu layer of a certain thickness is electroplated on the surface of an Nb rod with small and uniform initial grain size. The Cu layer is assembled, welded and extruded to acquire the CuNb composite rod. The preparation process of the CuNb single-core rod is simplified. The problems of stretching breaking and core breaking during the subsequent processing of the superconducting wire, which are caused by coarse grain size of an Nb ingot and uneven texture after extrusion, are avoided. Due to the surface electroplating method, the Cu/Nb atomic ratio in the CuNb single-core rod can be accurately controlled. The Nb content in the CuNb composite rod can be controlled effectively and precisely. The Nb rod size can be effectively reduced, and the initial sheath size is reduced. The wire number of Nb core in a CuNb composite sheath can be improved. The processing rate of the long wire is improved. The CuNb composite sheath is directly assembled, which improves the efficiency and reduces the quality risk during processing.