A preparation method for a water-retaining nanoagent and applications thereof in a quick-frozen crustacean shrimp product, related to the technical field of food processing. The formula of the present invention comprises inulin, xylitol, carboxymethyl chitosan, pullulan, sodium tripolyphosphate, sodium chloride, and sodium alginate. The powder raw materials are mixed evenly with water and then go through a homogenizer, a colloid mill, and an ultrasound treatment to produce the water-retaining nanoagent. The method of the present invention also relates to applications of the freeze-proof water-retaining agent in freezing a crustacean aquatic product.