The invention discloses a honeycomb marine SCR denitration catalyst with high thermal shock resistance, and a preparation method thereof. The catalyst comprises, by weight, 40-80 parts of a carrier nanometer titanium dioxide, 5-10 parts of gamma-Al2O3, 5-30 parts of an active component, 2-10 parts of an active assistant, 5-40 parts of a structural assistant and deionized water. Anatase type nanometer titanium dioxide and active gamma-aluminum oxide spheres are used as carriers, ammonium metavanadate and cerium nitrate are used as active precursors, glass fibers, spodumene, eucryptite which have specific specifications are used as structure reinforcing agents, forming assistants such as an adhesive and a lubricant are added, all above materials are mixed and extruded to form a blank, and the blank is dried and calcined to obtain the honeycomb marine SCR denitration catalyst with high thermal shock resistance. The thermal shock resistance of the marine SCR denitration catalyst is improved; and after rapid heating-cooling thermal shock is circulated at 25-550 DEG C for 30 times, the appearance of the catalyst is kept intact, and the denitration efficiency is still kept at 80% or above.