The invention discloses a MCrAlYX coating capable of realizing interface strengthening and a preparation method of the MCrAlYX coating, and belongs to the technical field of surface coating protection. The preparation method comprises the following steps of performing coating preparation through polycomponent MCrAlYX materials in a manner of combining hot spraying with heat diffusion treatment, soas to obtain the MCrAlYX coating having an interface strengthening region; and forming an interface strengthening region between the base material and an interface of a coating through hot spraying and a specific heat diffusion treatment technology, wherein the interface strengthening region contains a Gamma ' phase having the effect of deposition strengthening and/or a Gamma phase high in solid-solution strengthening, so that improving the high-temperature mechanical performance of the coating is facilitated. According to the coating and the preparation method designed by the invention, under the assistance of ingredient design of the MCrAlYX and a principle that elements are mutually diffused under high temperature, the microstructures of the materials are adjusted and controlled, so that the interface of the base material and the coating is strengthened, under a high temperature mechanical loading environment of the materials, the risk of generating defects and crackles at the interface of the coating and a basal body is greatly reduced, and the service life of the coating is prolonged.