The invention belongs to the technical field of preparation of fiber material preparation, and particularly relates to a pre-oxidized fiber and a preparation method thereof. The pre-oxidized fiber hasan obvious skin-core structure and comprises a skin layer and a core layer, wherein the density of the skin layer is 1.38-1.41 g/cm<3>, and the density of the core layer is 1.34-1.38 g/cm<3>. The preparation method of the pre-oxidized fiber comprises the steps that a polyacrylonitrile precursor as a raw material is subjected to fiber feeding, primary pre-oxidation, secondary pre-oxidation, traction, crimping, drying for setting and collection, wherein the temperature of the primary pre-oxidation is 80-160 DEG C lower than the temperature of the secondary pre-oxidation. Through research, the technical staff find that the skin-core structure is beneficial, on the one hand, the density of the outer skin layer is high so that it can be ensured that the pre-oxidized fiber is high in flame resistance; on the other hand, the density of the inner core layer is low, so that there are fewer fiber hole defects, the strength retention is high, and the processibility of the pre-oxidized fiber is easily improved.