The invention discloses a molybdenum base alloy surface oxidation-resistant coating and a preparation method thereof. The method includes the steps that a molybdenum boride layer is formed on the surface of molybdenum base alloy through an in-situ chemical vapor deposition method; and then the in-situ chemical vapor deposition method is further adopted to form a molybdenum disilicide layer on the molybdenum boride layer. According to the molybdenum base alloy surface oxidation-resistant coating and the preparation method thereof, the surface of the composite coating is flat, particle deposition is formed on the coating surface, deposited particles are tiny, and the particles can be stacked compactly. The molybdenum base alloy surface oxidation-resistant coating is of a double-layer structure, and the interface between the layers is obvious.