The present invention relates to a preparation method of a highly active supported metallocene catalyst which can prepare a polyolefin of high bulk density. More specifically, the present invention provides a method of preparing the supported metallocene catalyst in which one or more metallocene catalysts are loaded on the silica carrier of which the inside is penetrated by more cocatalyst than the prior art and the outside is attached with a substantial amount of the cocatalyst. The catalyst according to the present invention can prepare a polyolefin polymer with improved bulk density and efficiency while maintaining its highly active catalytic characteristic.