The invention discloses a nano-dispersed type catalyst for direct hydro-liquefaction of coal and a preparation method of the nano-dispersed catalyst. The preparation method includes the steps of grinding in advance, to be specific, grinding a metallic active component precursor to obtain iron-based powder with sieve size lower than 200 meshes; grinding and dispersing, to be specific, mixing the iron-based powder with a dispersing agent and solvents while performing high-shear dispersing to obtain iron-based slurry; nanocrystallization, to be specific, reducing grain size of solid particles insuspension liquid of the dispersed iron-based slurry to the nano level through a nanocrystallization treatment device, to obtain the nano-dispersed suspension liquid, namely the catalyst for the direct hydro-liquefaction of coal. The catalyst has high activity and needs few additives; and no industrial waste water is generated during production of the catalyst.