A method and a device for generating a precoding matrix codebook used in a multi-antenna communication system that includes determining an initial precoding matrix codebook consisted of L precoding matrixes; dividing a channel set into L channel groups being in one-to-one correspondence to the precoding matrix of the initial precoding matrix codebook; selecting a precoding matrix which optimally matches the channel group, from the precoding matrix universal set, to form a new precoding matrix codebook; judging whether the initial precoding matrix codebook and the new precoding matrix codebook are same; adopting the new precoding matrix codebook as the initial precoding matrix codebook, and if the initial and new precoding matrix codebook are not same, return to precoding; and adopting the new precoding matrix codebook as a precoding matrix codebook to be used in the multi-antenna communication system if the initial and new precoding matrix codebook are same.